Preheat the oven to 375 degrees F. Line a muffin tin with paper liners or lightly grease it.
In a large bowl, combine the ground lamb, breadcrumbs, egg, feta cheese, minced garlic, oregano, salt, and black pepper. Mix with your hands until the ingredients are evenly distributed.
Divide the mixture into 4 equal portions and press each into a muffin cup to form the mini meatloaves.
Bake for 25 to 30 minutes until the internal temperature reaches 160 degrees F.
While the meatloaves bake, prepare the tzatziki. Place the grated cucumber in a clean towel and squeeze out excess moisture. In a medium bowl, stir together the Greek yogurt, drained cucumber, lemon juice, and fresh dill. Add a pinch of salt if needed.
Remove the meatloaves from the oven and let them rest for 5 minutes. Serve each with a generous spoonful of tzatziki on top.