Pre-heat oven to 425 degrees.
Heat oil in a large skillet over medium heat. Add onion and cook for about 3-4 minutes to soften. Add garlic and cook for another minute, until fragrant.
Add ground lamb to the skillet and, using a large wooden spoon or spatula, break lamb up into smaller pieces. Cook until no longer pink.
Add cumin, coriander, oregano, salt, pepper, and chopped olives to lamb and toss to combine. Cook for another minute.
Wrap the tortillas in a damp paper towel and warm in the microwave for about 45 seconds to make them more pliable. Lightly brush both sides of each tortilla with olive oil and set on a baking sheet (or two baking sheets).
Add lamb filling to one half of each tortilla. Top with crumbled feta cheese. Fold tortilla over to form taco, pressing firmly to close (if tortilla keeps popping up, don't worry too much as you'll be able to press it down after its first round in the oven).
Place baking sheet(s) in oven for 6 minutes. Remove, flip each taco, and return to oven for another 5-6 minutes, until tacos are golden and crispy.
Serve mini crispy lamb tacos with yogurt sauce spooned on top and on the side, chopped parsley, and lemon wedges.