Make the tzatziki dip: Combine yogurt, olive oil, cucumber, mint, dill, lemon zest (optional), lemon juice (optional), garlic powder, salt and pepper in a bowl.
Stir dip ingredients well. Cover and chill in the fridge until ready to serve.
Make the meatballs: In a bowl, combine ground meat, breadcrumbs, egg, garlic, Worcestershire sauce, dill, oregano, salt, and pepper. Stir to combine.
Gently fold in the crumbled feta cheese until just combined.
Form meatballs: Lightly oil hands and form 1.5-inch meatballs. Lightly coat meatballs with olive oil or oil spray.
Preheat air fryer at 380°F/193°C for 5 minutes.
Air Fry: Spray air fryer basket with oil. Place meatballs in a single layer, leaving space between them.
Air Fry at 380°F/193°C for 8 minutes. Turn meatballs and spray with oil if needed.