Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper and drizzle with olive oil.; In a large bowl, combine ground chicken, crumbled feta, grated onion, garlic, breadcrumbs, egg, dill, lemon zest, oregano, salt, and pepper. Mix until just combined—don’t overwork it!
Roll the mixture into 1.5-inch meatballs (about 18-20 meatballs total).; Place on the prepared baking sheet and brush or lightly drizzle with olive oil.; Bake for 18-20 minutes, flipping halfway, until golden and cooked through (internal temp should be 165°F).
In a small bowl, whisk together Greek yogurt, feta, lemon juice, olive oil, garlic, and dill.; Season with salt and pepper to taste. If too thick, add a splash of water or more olive oil for a silkier texture.
Arrange meatballs on a platter and drizzle with feta yogurt sauce.; Garnish with extra dill and lemon wedges.; Serve with pita, salad, or rice for a complete meal.