Preheat oven to 400 degrees F. Combine all ingredients, except serving ingredients, in a large bowl and mix until just combined. Moisten hands, and gently form mixture into 1-inch meatballs (you should have about 25) and place on a baking sheet. (Meatballs can be made through this step up to 24 hours ahead and stored covered in the refrigerator; let come to room temperature 10 minutes before baking.)
Bake until meatballs are no longer pink and are cooked through, about 15 minutes. Meanwhile, mix together finely chopped cilantro and yogurt, and season with salt, as desired. (Meatballs can be cooked through this step up to 30 minutes ahead and kept in a warm oven until ready to serve.)
Skewer meatballs with toothpicks and serve with yogurt mixture.