Heat the oven to 400°F. Line a baking sheet with parchment paper and lightly brush it with olive oil to prevent sticking.
In a large bowl, combine the ground lamb, breadcrumbs, egg, minced garlic, grated onion, harissa paste, cumin, coriander, hot paprika, salt, black pepper, and chopped parsley. Mix gently with your hands until everything is evenly combined without compacting the meat.
Roll the mixture into approximately 24 small meatballs, about 1 to 1½ inches in diameter. Arrange them on the prepared baking sheet with a little space between each one, then lightly brush or drizzle with olive oil.
Bake for 15–18 minutes, turning the meatballs once halfway through if desired. Cook until browned and the centers reach an internal temperature of 160°F. Cooking time may vary slightly depending on their size.
While the meatballs bake, combine the sour cream, mayonnaise, parsley, chives, tarragon, anchovy if using, garlic, lemon juice, salt, and black pepper in a food processor. Blend until smooth and creamy, scraping down the sides as needed.
Taste the green goddess dip and add a little more lemon juice, salt, or pepper if needed. Transfer it to a serving bowl and refrigerate until ready to serve so the flavors can blend.
Arrange the hot lamb meatballs on a platter and sprinkle with extra parsley or chopped chives. Serve immediately with the chilled green goddess dip on the side for dipping.