Combine all ingredients for meatballs, with the exception of olive oil, in a bowl and mix, using hands is best. Form into 18 small one-inch meatballs.
Add oil to a large skillet over medium heat, add meatballs and cook through and brown on both sides. Meatballs may need to be made in two batches, depending on skillet size.
Meanwhile, mix together all ingredients for sauce. Add meatballs to a platter with crumbled feta and cucumber pieces to serve. Sprinkle with fresh parsley or dill. Serve sauce on the side or spoon over meatballs.
Notes
Meatballs can be eaten as an entree or served as an appetizer with toothpicks for easy serving.