Preheat the oven to 375 degrees and line a baking sheet with parchment paper.
In a large bowl, combine the ground meat, feta, olives, onion, garlic, egg, oregano, salt, and pepper. Mix gently with your hands until just combined.
Divide the mixture into four equal portions and shape each into a small loaf. Place them on the prepared baking sheet.
Bake for 25 to 30 minutes until the internal temperature reaches 160 degrees.
While the meatloaves bake, stir together the Greek yogurt, drained cucumber, dill, and lemon juice in a small bowl to make the tzatziki.
Let the meatloaves rest for five minutes, then serve with the tzatziki on the side.