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Preheat broiler. In a large bowl, mix together the onion, cream, egg yolks, cinnamon, cumin, red pepper and cayenne. Put the lamb in the bowl, and season it aggressively with salt and pepper. Add the bread crumbs and parsley, and combine the mixture well. Shape the meat into balls that are a little larger than golf balls.
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Grease a baking pan with olive oil, and put the meatballs onto it, spaced evenly. Place beneath the broiler, and cook, turning once or twice, until the meatballs are well browned, approximately 5 to 7 minutes, then set meatballs aside. Turn oven to 400.
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Meanwhile, make the sauce. Pass the tomatoes through a food mill, or whizz them quickly in a food processor. Heat a saucepan over medium-high heat for a minute, then add olive oil, rosemary and red pepper and shake to combine. Cook for another minute, then add onion, thyme, cumin, cinnamon, cayenne and bay leaf and saute until the onions are translucent, approximately 5 to 7 minutes. Add tomatoes, sugar, orange juice and peel, along with salt and pepper.
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Cook for 8 to 10 minutes over medium-low heat, until reduced by a third. Adjust seasoning.
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Pour the tomato sauce into a large baking dish that you can put on the table. Transfer the meatballs to the sauce, putting them about 1/2 inch from each other. Bake for 15 or 20 minutes, until the sauce is bubbling and the meatballs are cooked through.
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Top with crumbled feta and scattered mint.
