Add the cumin seeds to a large, dry saute pan. Turn on the heat to medium-low and toast, stirring occasionally, until fragrant, 5 minutes. Transfer to a spice grinder and process until finely ground. Add 2 tablespoons of the extra-virgin olive oil to the same saute pan and turn the heat to medium high. Add half the onion, 1 teaspoon kosher salt and 1/4 teaspoon of the crushed red pepper. Saute until translucent, 5 to 7 minutes. Add half the minced garlic and stir to combine. Cook until fragrant and softened, 3 minutes, then transfer to a heatproof bowl and set aside to cool. Save the pan to cook the meatballs in later.
Add 2 tablespoons of the olive oil to a large, high-sided saute pan and heat over medium-high heat. Add the remaining diced onion, 1 teaspoon kosher salt and the remaining 1/4 teaspoon crushed red pepper. Saute until translucent, 5 minutes. Add the fennel, bell pepper, the remaining minced garlic, the tomatoes and 1 cup water. Stir to combine. Bring to a boil, then reduce to a simmer and cook until the vegetables are tender and the sauce has thickened, 10 to 15 minutes. Add the lemon zest and lemon juice and season with kosher salt to taste. Blend the sauce with an immersion blender until slightly smooth but there is still some texture.
To a large bowl, add the ground lamb, toasted ground cumin, fennel pollen, egg, breadcrumbs, parmesan, fennel fronds, the sauteed onion and garlic and 1/4 cup water and sprinkle with kosher salt. Mix with your hands to thoroughly combine.
Turn the saute pan back on to medium-high heat and add the remaining 2 tablespoons olive oil. Take a small amount of the meatball mixture and cook a tester patty to check for seasoning and adjust the remaining mixture with more salt if necessary.
Using a 1-ounce cookie scoop, portion the meatballs and roll into balls. Add to the saute pan and cook, turning occasionally until brown on all sides, about 5 minutes. Transfer the seared meatballs into the red pepper and fennel sauce and simmer until heated through, 10 minutes.
Transfer the meatballs to a serving dish and garnish with the reserved fennel fronds and goat cheese.