In a large mixing bowl, combine the ground beef with breadcrumbs, crumbled feta cheese, chopped parsley, minced garlic, oregano, cumin, salt, and pepper.
Add the beaten egg and milk to the mixture and combine all ingredients until well blended. You may use your hands for better mixing.
Preheat a large skillet over medium heat and add the olive oil.
While the skillet heats up, shape the meat mixture into small meatballs, about 1 inch in diameter.
Once the skillet is hot, add the meatballs in batches, ensuring not to overcrowd the pan. Cook for about 5-7 minutes, turning occasionally, until they are browned on all sides and cooked through.
Once cooked, remove the meatballs from the skillet and drain on a paper towel if necessary.
Serve the meatballs hot, accompanied by a side of tzatziki sauce for dipping.