Soak eight wooden skewers in cold water for at least 30 minutes. Alternatively, use metal skewers.
Mix together the lamb, onion, egg and spices in a bowl. Add salt and pepper, then bind the mixture together either in a food processor or by kneading with your hands.
Divide the mixture into sixteen equal portions, then roll into balls. Thread two meatballs onto each of the skewers, leaving a space of about 2 cm between them. Lightly brush with the oil. Preheat a grill to a moderate heat.
To make the dip, blend the yoghurt with the oil, then stir in the cucumber, garlic and salt and pepper to season. Mix well and chill until ready to serve.
Put the skewers under the grill, about 12 cm from the heat (if your grill is not 12 cm high, watch the skewers carefully when cooking to avoid burning). Or cook on the barbecue. Cook for about 15 minutes, turning regularly, until golden. Serve with the yoghurt dip.