Make the meatballs:
Heat the oven to 400°F and lightly coat a rimmed baking sheet with cooking spray. In a small bowl, combine the breadcrumbs and milk; let sit until the bread absorbs the milk, about 10 minutes.
Put the lamb in a medium bowl. Squeeze the excess milk out of the breadcrumbs and add them to the lamb. Add the egg, onion, parsley, oregano, garlic, mint, cinnamon, paprika, allspice, 1/2 tsp. salt, and a few grinds of pepper. With your hands or a rubber spatula, gently work the mixture together until thoroughly combined. Moisten your hands with cold water and shape the mixture into 16 balls (about the size of golf balls); arrange them on the baking sheet.
Bake the meatballs until cooked through and browned on top, 20 to 25 minutes.
Make the sauce:
Heat the oil in a large heavy-based saucepan over medium-low heat. Add the onion and cook, stirring frequently, until softened, about 8 minutes. Stir in the oregano, bay leaf, cinnamon stick, and allspice. Raise the heat to medium high and add the wine. Simmer for a minute or two until slightly reduced and then add the tomato sauce and 1/2 cup water. Bring the sauce to a boil and reduce the heat to medium low. Let the sauce cook at a gentle simmer, stirring occasionally, for 30 minutes. Add more water if it seems too thick.
Add the baked meatballs to the sauce, turning to coat them. Cover the pan partially and cook until the meatballs are heated through, about 5 minutes. Discard the bay leaf and cinnamon stick and season to taste with salt and pepper. Serve the meatballs and sauce sprinkled with the feta.
nutrition information (per serving):
Photo: Scott Phillips