Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a large mixing bowl, combine the ground chicken, breadcrumbs, feta cheese, parsley, red onion, garlic, oregano, cumin, lemon zest, salt, pepper, and beaten egg. Mix until all ingredients are well combined.
Form the mixture into small meatballs, about 1 inch in diameter, and place them on the prepared baking sheet.
Bake the meatballs in the preheated oven for 20-25 minutes, or until they are golden brown and cooked through.
While the meatballs are baking, prepare the lemon orzo. In a medium pot, bring the vegetable broth to a boil, then add the orzo and reduce the heat to a simmer. Cook according to package instructions (usually about 8-10 minutes) until al dente.
Once the orzo is cooked, drain any excess broth and stir in the olive oil, lemon juice, cherry tomatoes, and Kalamata olives. Season with salt and pepper to taste.
Remove the meatballs from the oven and serve them on a bed of lemon orzo. Garnish with fresh dill for an extra burst of flavor.