Preheat oven to 400°F (200°C). Line a baking sheet with aluminum foil and spray with non-stick cooking spray.In a large mixing bowl, combine lean ground chicken, panko crumbs, grated onion, minced garlic, chopped parsley, lemon zest, dried oregano, ground coriander, cumin, salt, pepper, egg, and crumbled feta. Mix well with clean hands.Form the mixture into 1 tablespoon sized balls and place on the prepared baking sheet.Bake for 12-15 minutes until golden brown.While meatballs are baking, prepare tzatziki by whisking together Greek yogurt, cucumber, dill, lemon juice, garlic, salt, and pepper to taste.Serve meatballs hot with tzatziki.