For the falafel waffles: Combine the falafel mix and baking powder in a medium bowl. Whisk together the olive oil, egg and 1 1/2 cups cold water in a separate bowl and stir into the falafel mix. Stir in the parsley and dill and let stand at room temperature for 15 minutes.
Preheat the oven to 200 degrees F. Preheat a waffle maker.
Spray the waffle maker with cooking spray. Spread a quarter of the batter almost to the edges of it, close and bake until the waffle is crisp, lightly browned and cooked through, about 4 minutes. Use the remaining batter to make 3 more waffles. Keep the waffles warm on a baking sheet in the oven.
For the sandwich fillings: To make the tzatziki, stir together the yogurt, parsley, dill, cucumber, garlic and 1 tablespoon of the lemon juice in a small bowl. Stir in 1 tablespoon of the olive oil and season with salt and pepper. Set aside.
Mash the avocado in a separate small bowl with the remaining tablespoon of lemon juice and season with salt and pepper. Set aside.
Heat a large cast-iron skillet over medium-low heat. Brush the skillet lightly with olive oil. When the oil is hot, add the meatballs and cook, tossing occasionally, until heated through, about 5 minutes. Transfer to a plate.
Add the remaining tablespoon olive oil to the same skillet over medium-high heat. When the oil is very hot, add the onion and zucchini and season with salt and pepper. Cook, tossing occasionally, until the vegetables are charred but still crisp-tender, about 4 minutes. Remove to a separate plate.
To serve, break the waffles at their natural divisions. Sandwich the meatballs in the waffles with the charred vegetables, tzatziki, avocado, feta and pickles, making 8 small sandwiches. Secure with toothpicks, if desired.