Add Ground Lamb (1 pound), Large Egg (1), Panko Breadcrumbs (1/4 cup), White Onion (1/4 cup), Fresh Oregano (1 tablespoon), Fresh Parsley (2 teaspoon), Garlic (2 clove), Kosher Salt (1/2 teaspoon), and Ground Black Pepper (1/2 teaspoon) to a large bowl.
Gently combine with your hands or a wooden spoon. Roll mixture into 17-18 evenly-sized meatballs, approximately 1 1/4 ounces each.
Heat Canola Oil (1 tablespoon) in a cast iron or oven-safe skillet over medium heat until hot. Arrange meatballs in a single layer and brown on all sides, about 20 minutes. Remove meatballs to a paper towel-lined plate and drain all but 1 tablespoon of fat from the skillet.
Preheat oven to 350 degrees F (175 degrees C).
To the skillet, add Shallot (1) and Garlic (1 clove). Saute for 2-3 minutes over medium heat until soft, stirring often.
Pour in White Wine (1/3 cup) to deglaze the pan, stirring to scrape up any browned bits in the pan. Add Chicken Broth (1/4 cup) and allow to simmer for about 2 minutes.
Using your hands, crush Canned Diced Tomatoes (1 1/2 cup) and add to skillet along with Fresh Oregano (1 tablespoon), Paprika (3/4 teaspoon), and Ground Black Pepper (1/4 teaspoon), Stir to combine and bring to a simmer. Add meatballs back to pan, stirring to coat with sauce.
Place in oven uncovered and bake for 20-25 minutes, until sauce is reduced, stirring once.
Remove from oven and stir to coat with sauce. Sprinkle with Crumbled Feta Cheese (1/4 cup) and Black Olives (1/4 cup), then return to oven for 5 minutes.
Remove from oven and garnish with Red Onion (to taste) and additional fresh oregano if desired and serve immediately on top of rice or with crusty bread. Enjoy!