Heat the oven to 350°F and line a rimmed baking sheet with non-stick foil.
In a bowl, mix together the ground beef, cumin, breadcrumbs, milk, and season well with salt and pepper until fully combined. Shape the mixture into evenly sized meatballs.
In a non-stick pan over medium heat, sear the meatballs (in batches if needed, do not overcrowd the pan, leaving some space in between each meatball) until they have a nice outer crust. Place the meatballs on the baking sheet and bake for about 6-8 minutes or until an internal temperature of 155°F is achieved using a thermometer.
In the meantime, place the yogurt, cucumber, red pepper, garlic, lemon juice, and dill in a blender. Blend until smooth. Season with salt and pepper to taste.
Drizzle the yogurt sauce over the meatballs; garnish with dill.