1. Season lamb with salt and pepper. Using your hands, combine lamb, shallots, fresh herbs and garlic, taking care not to overmix. Divide mixture evenly into patties that are slightly bigger than the buns you are using.
2. Pile some feta in the middle of each patty press it into the meat. Then take one in your hand and curl the edges up over the feta. Seal everything together and flatten out again. Refrigerate until you are ready to cook them.
3. If cooking on the stove, heat a little oil over medium heat and cook until they reach desired level of doneness. (I did about 3-4 minutes per side for medium). The key is you want to cook them slow enough so the feta heats up and starts to melt inside the burger.
4. To make yogurt sauce, combine yogurt, lemon juice, green onion, dill and salt. Refrigerate until ready to serve.
5. Toast slider buns and top with a patty and a little yogurt sauce and any additional garnishes. Enjoy!