Preheat the broiler.
For the lamb meatballs: Soak the breadcrumbs in the milk for 5 minutes. In a large bowl, combine the lamb, coriander, cumin, garlic, oregano, mint, some salt and pepper, and the soaked breadcrumbs. Mix well, but do not overwork. Fold in the feta, then form the mixture into eight 2-inch meatballs.
Place the meatballs in a large, greased cast-iron pan. Place the pan 7 to 8 inches from the heating element; broil for 10 to 12 minutes, or until cooked through, turning once halfway through.
For the tzatziki: Grate the cucumber into a small strainer and squeeze out excess water. Combine the grated cucumber with the yogurt, lemon zest, olive oil, dill and garlic and mix well. Season with salt and pepper. Cover and refrigerate until ready to use.
To assemble the sliders: Load a meatball onto each bun. Top with tomato slices and some tzatziki. Secure the sliders with bamboo skewers. Serve on a large platter with extra tzatziki on the side.