For the lamb meatballs: Line a baking sheet with parchment paper.
Place the bread in a medium bowl. Pour the milk over the bread and let soak for 10 minutes.
Combine the shallots and garlic in a food processor and pulse until finely chopped. Add the currants, pine nuts and parsley and pulse until finely chopped. Add the cumin, egg, 1 teaspoon salt and 1/2 teaspoon pepper and pulse until fully incorporated. Add the lamb and the milk-soaked bread, breaking both up into chunks. Pulse until just combined. Scoop out about 1 tablespoon of the mixture and roll it into a ball. Place on the prepared baking sheet. Continue with the remaining lamb mixture. Refrigerate, covered with plastic wrap, for at least 1 hour.
Preheat the oven to 400 degrees F. Line another baking sheet with parchment paper.
Heat the canola oil in a large saute pan over medium-high heat. Add the meatballs and fry on all sides until browned, about 5 minutes. Transfer to the prepared baking sheet and bake until fully cooked, 15 to 20 minutes.
For the gremolata: Combine the parsley, mint, pine nuts, garlic, lemon zest, lemon juice, 1/2 teaspoon salt and 1/4 teaspoon pepper in a food processer. Pulse until roughly chopped. While continuing to pulse, add the oil. Season with salt and pepper. Serve on the side with the meatballs.