Preheat the oven to 375°F and lightly grease a baking sheet with the olive oil.
In a mixing bowl, combine the ground lamb, breadcrumbs, egg, onion, garlic, oregano, mint, salt, and pepper. Mix gently with your hands until the ingredients are evenly distributed.
Divide the mixture into four equal portions. Flatten each portion slightly, place one feta cube in the center, and shape the meat around the cheese to fully enclose it. Form into small oblong loaves.
Arrange the meatloaves on the prepared baking sheet and bake for 25 to 30 minutes until the internal temperature reaches 160°F.
Remove from the oven and let them rest for 5 minutes before serving.