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1
Make the meatballs:
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2
Heat the oven to 400u00b0F and lightly coat a rimmed baking sheet with cooking spray. In a small bowl, combine the breadcrumbs and milk; let sit until the bread absorbs the milk, about 10 minutes.
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3
Put the lamb in a medium bowl. Squeeze the excess milk out of the breadcrumbs and add them to the lamb. Add the egg, onion, parsley, oregano, garlic, mint, cinnamon, paprika, allspice, 1/2 tsp. salt, and a few grinds of pepper. With your hands or a rubber spatula, gently work the mixture together until thoroughly combined. Moisten your hands with cold water and shape the mixture into 16 balls (about the size of golf balls); arrange them on the baking sheet.
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4
Bake the meatballs until cooked through and browned on top, 20 to 25 minutes.
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5
Make the sauce:
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6
Heat the oil in a large heavy-based saucepan over medium-low heat. Add the onion and cook, stirring frequently, until softened, about 8 minutes. Stir in the oregano, bay leaf, cinnamon stick, and allspice. Raise the heat to medium high and add the wine. Simmer for a minute or two until slightly reduced and then add the tomato sauce and 1/2 cup water. Bring the sauce to a boil and reduce the heat to medium low. Let the sauce cook at a gentle simmer, stirring occasionally, for 30 minutes. Add more water if it seems too thick.
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7
Add the baked meatballs to the sauce, turning to coat them. Cover the pan partially and cook until the meatballs are heated through, about 5 minutes. Discard the bay leaf and cinnamon stick and season to taste with salt and pepper. Serve the meatballs and sauce sprinkled with the feta.