Preheat your oven to 400-degrees F.

To make the filling: In a large skillet, heat the oil over medium-high heat. Once hot, add the lamb and onions and cook for 10 minutes, stirring frequently, until the meat is browned and the onions are translucent.

Drain off any excess fat, then add the jalapeno, garlic and cumin, along with a pinch of salt, and pepper. Cook for 1 to 2 minutes more, until fragrant.

Remove from the heat and cool to room temperature. When cool, stir in the feta.

While the filling is cooling, make the dipping sauce.

Scoop seeds out of the cucumber with a small spoon. Grate the cucumber using a box cheese grater. Drain the liquid from the cucumber in a metal strainer and sprinkle with a little salt (this helps release the liquid). You may want to use the back of a spoon to help squeeze out any excess liquid.

Place the drained cucumber in a medium bowl. Add the yogurt, olive oil, herbs, lemon juice, and salt to the bowl, and stir to blend. Let the mixture rest for 5 minutes to allow the flavors to meld.

Assemble the rolls.

Lay out one sheet of phyllo dough, lightly brush it with melted butter, and place another sheet on top.

Spoon about 3 TBSP of the lamb mixture along one edge of the phyllo sheets.

Roll tightly, folding in the sides as you go, to create a neat log shape.

Place the roll seam-side down on a parchment-lined baking sheet.

Repeat until you’ve used all the filling (I made 8 rolls).

Arrange on a baking sheet, seam side down, leaving 1-inch between the rolls on the pan.

Brush the tops with more melted butter and bake for 15-20 minutes, until golden brown. Remove from the oven and cool on a rack for 10 minutes before serving with the yogurt sauce.