Toast sorghum in a saucepan over medium heat for 1 minute. Add 2 cups water to saucepan and bring to a boil over high heat, reduce to a simmer over medium-low, cover and cook until grains are tender and liquid is nearly absorbed 35–40 minutes; drain if needed. Stir in 1 tablespoon vinegar; set aside to cool.
Meanwhile, whisk together remaining 3 tablespoons vinegar, oil, shallots, anchovy paste, Dijon, honey, and lemon zest in a large bowl for the vinaigrette; season with salt and pepper.
Add sorghum, kale, cucumber, tomatoes, beans, feta, basil, and parsley to bowl with vinaigrette; toss to coat.