Preheat the oven to 450F or 425F convection. Line a baking sheet with parchment paper.
In a large bowl, add the egg and whisk it up. Add the lamb, nuts, salt, pepper, and garlic. Use your hands to thoroughly mix it together. Form into 8 large meatballs and transfer to the baking sheet.
Drizzle the meatballs lightly with olive oil, then use your hands to roll them around in the oil to coat. Spread out evenly and bake for 15-20 minutes or until cooked through and deeply browned on the bottoms.
To make the dill yogurt, add all ingredients to a high-speed blender. Blend until smooth and bright green.
Spoon most of the sauce onto a large plate or serving platter (use your judgment with how much, it’s nice to have some leftover to serve for drizzling). Place the warm meatballs on top. Sprinkle with chopped herbs, walnuts, and pepper.