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Make meatballs: In a large bowl, combine egg, panko, milk, garlic, lemon zest, mint, parsley, salt, and pepper and let sit a few minutes for crumbs to soften. Add lamb, breaking up with your fingers, and mix well with your hands.
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With wet hands, form meat mixture into 3/4-in. balls (use about 3/4 tsp. for each) and set on a rimmed baking sheet. Chill until a little firmer, about 15 minutes.
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Meanwhile, make soup: In a large covered pot, bring broth and zest to a simmer. Add rice and simmer over low heat, partially covered, until rice is al dente, about 20 minutes.
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While soup simmers, heat oil in a large, heavy frying pan (preferably nonstick) over medium-high heat. Cook meatballs in 2 batches, turning once, to brown on 2 sides, about 6 minutes total. Shake pan, rolling meatballs around to brown a little further. With a slotted spoon, transfer meatballs to paper towels.
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With a slotted spoon, remove zest from soup and discard. Add meatballs and bring to a simmer over high heat. Turn off heat.
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In a medium bowl, whisk eggs to blend and add lemon juice. Whisk in a ladle of hot soup. One at a time, whisk in about 5 more ladles of soup, then return mixture to pot. Rewarm over low heat if needed. Serve immediately with more mint and parsley.
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Mastering meatballs. They sound rustic, but they're delicate things that suffer from over-handling. Here are tips for making them come out right.
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Mixing: Always start by mixing the bread crumbs (which keep the meatballs from getting tough), any liquids, and seasonings-then add the meat. Stop when the mixture looks evenly blended; don't overwork it.
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Forming: Dampen your hands with cold water to keep the meat mixture from sticking while you roll it into balls. If it's still sticky, let it sit for a few minutes in the fridge.
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Browning: A good crust helps meatballs retain their shape-important if they're going to simmer in a thick sauce. If you plan to eat them on their own or add them to broth, though, a light pan-frying will do the trick.
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Note: Nutritional analysis is per 1 1/2-cup serving.
