Heat 1 tbsp of the oil in large cast-iron skillet or deep skillet over medium heat. Add half of the shallots and a pinch each of salt and pepper and cook until tender and light golden brown, 3 to 4 minutes. Add garlic, ginger, cumin, coriander and cinnamon; cook for 30 seconds. Scrape into large bowl, and set aside to cool completely.
In small bowl, combine bread crumbs with 1⁄4 cup of the white wine and set aside to hydrate, about 10 minutes.
Add lamb, bread-crumb mixture, pine nuts, 2 tbsp of the parsley, 1 tbsp of the mint, 2 tsp of the oregano and egg to large bowl. Sprinkle with 3⁄4 tsp of the salt and 1⁄4 tsp of the pepper.
Using two forks or your fingers like rakes, gently and thoroughly mix together without squeezing to avoid forming tough meatballs. Divide mixture into about 20 walnut-sized portions and roll into balls.
Heat remaining 1 tbsp oil in clean skillet over medium-high heat. Brown meatballs in batches until golden brown without fully cooking, turning once, 1 to 2 minutes per side. Remove to plate.
Add remaining shallots to pan, sprinkle with remaining pinch each salt and pepper and cook until lightly caramelized, 3 to 4 minutes. Stir in tomato paste and cook for 2 minutes. Using a wooden spoon, stir in remaining 1⁄4 cup wine, scraping the pan to deglaze; stir in harissa, then 1 cup water.
Nestle meatballs in harissa sauce, cover with tight-fitting lid and bring to a simmer. Reduce heat to medium-low and simmer until meatballs are cooked through to 160°F, 10 to 15 minutes. Remove from heat.
In small bowl, stir 2 to 3 tbsp of the harissa mixture with yogurt until combined. Stir in lemon zest and juice, the remaining 1 tbsp of parsley, the remaining 1 tbsp of mint and the remaining 2 tsp of oregano. Swirl into the meatball pan.
Sprinkle with feta cheese and serve over rice.
Notes
Choose full-fat yogurt for hot sauces to prevent temperature shock and curdling.