For the tomatoes: Preheat an oven 325 degrees F. Toss the tomatoes with the olive oil, salt and pepper. Spread them evenly in a roasting pan with a rack inside if possible (the rack helps allow the tomatoes to evaporate water). Let them roast for about 1 1/2 hours checking for hotspots in your oven (rotate the entire pan if needed).
For the kefta dog: Preheat a grill pan. Combine the coriander, cumin, paprika, allspice, cayenne, garlic, shallots and some salt and pepper, and mix. Mix in the lamb in small pieces so the seasoning distributes evenly.
Mold lamb into 5 1/2-inch-long hot dog shapes onto your skewers. Drizzle each with olive oil. Place on the grill pan, and cook on each side for about 4 minutes, for a total of 7 to 8 minutes.
For the yogurt: Add yogurt, parsley, tahini, garlic powder, lemon zest and juice into a mixing bowl and incorporate well. Season with salt and pepper.
Serve the kefta dogs with the infused yogurt and roasted tomatoes.