Heat the oven to 400°F. Line a standard 12-cup muffin pan with 8 paper liners, or lightly grease 8 cups.
In a large bowl, combine the ground lamb, egg, breadcrumbs, feta, red onion, garlic, oregano, salt, and black pepper. Mix gently until just combined.
Divide the lamb mixture among the 8 prepared muffin cups. Shape each portion lightly so it fills the cup without packing it too tightly.
Spread the zucchini on a baking sheet and toss it with the olive oil. Roast the zucchini on the oven’s lower rack while the meatloaf muffins bake on the center rack. Cook for about 20 to 25 minutes, until the zucchini is tender and the lamb is cooked through.
While the meatloaves bake, place the couscous in a heatproof bowl. Pour the boiling water over it, cover the bowl, and let it stand for 5 minutes. Fluff with a fork, then stir in the lemon juice.
Serve the lamb meatloaf muffins with the couscous and roasted zucchini.