Prepare the grill. (Alternately, the tuna can be prepared in a hot skillet and cooked for 2 minutes per side.)
In a shallow dish combine the lemon juice, olive oil, oregano and salt and pepper with a fork. Place the tuna in the dish and turn to coat with the marinade. Cover and chill while preparing the cucumber sauce. Coarsely shred the cucumber onto a clean cloth and squeeze to extract the liquid. Transfer the cucumber to a bowl and stir in the yogurt, mint and garlic. Season to taste with salt and pepper. Chill until ready to use. Grill the tuna for 2 minutes per side depending on thickness of steak. Transfer each tuna steak to a roll and top with cucumber sauce and watercress or arugula. Replace roll top, slice each sandwich into quarters. Garnish with lemon wedges.