Combine the breadcrumbs and onions in a large mixing bowl and drizzle the milk on top; let stand for 5 minutes. Add the coriander, cumin, cinnamon, ginger, cayenne and 1 teaspoon salt; mix until combined. Add the lamb and egg; mix until very well blended. Mix in the cilantro and parsley. Form into 20 balls, a little larger than 1 inch.
Add the meatballs to the grill basket; grill, turning occasionally, until cooked through, about 10 minutes. Transfer to a bowl and cover with foil to keep warm.
For the tomato sauce: Add the tomatoes to the grill basket; grill, turning occasionally, until charred all over in spots, 6 to 8 minutes. Transfer to a bowl; remove the peels when cool enough to handle. Crush the tomatoes with your hands, then stir in the olive oil, cinnamon and a large pinch of salt.
For the flatbreads: Reduce the grill to medium low. Grill the naan, top-side down, until grill marks appear, about 4 minutes. Flip and top with the tomato sauce, meatballs and feta; drizzle generously with olive oil. Cover and grill until the naan are slightly crisped and the feta has warmed through, rotating the naan 45 degrees halfway through, about 6 minutes.
Transfer to plates, top with the cilantro and parsley, and sprinkle with red pepper flakes if using.