Mix together lamb, bread crumbs, onion, parsley, heavy cream, egg, salt, cumin, cinnamon, red pepper flakes and cayenne pepper in a large bowl until just combined.
Roll lamb mixture into 1 1/2-inch balls.
Spray crisper tray with olive oil cooking spray and, working in batches, arrange lamb balls in an even layer in the air fryer.
Set temperature to 375°F/190°C and time to 10 to 15 minutes, then press Start/Stop to cook until fully cooked. Repeat with remaining lamb balls.
Meanwhile, toss together cucumbers, red onion, lemon, oil, dill and feta in a large bowl.
Serve lamb meatballs with cucumber salad.
Tip: Add 1/4 cup chopped kalamata olives to cucumber salad in step 5 for a briney twist.