For the meatballs: Preheat the oven to 450 degrees F. Line a baking sheet with parchment paper.
Mix the breadcrumbs with the milk in a small bowl and rest for 5 minutes. In a large bowl, combine the breadcrumb mixture, the beef, feta, Parmesan, oregano, salt, pepper, garlic and eggs. Portion the meatballs into 3-ounce balls (16 meatballs total), then roll in your hands and place on the prepared baking sheet. Bake until the meatballs start to brown, 15 minutes.
For the hero: Place the tomatoes, cucumbers, onions and parsley in a bowl. Drizzle the olive oil and lemon juice into the bowl and gently toss the vegetables to coat. Season the salad with salt and set aside.
Split the hero rolls lengthwise three-quarters of the way through (one end should still be connected). Toast the inside of the rolls on a hot griddle. Place the cooked meatballs on the griddle to crisp the outside and heat through. Place 4 meatballs in a toasted hero roll, then dollop 2 ounces of the tzatziki over the top, and finish with some of the salad. Repeat for the remaining hero rolls, then serve.