Step 1

Process parsley, basil, sour cream, mayonnaise, scallions, and anchovies in a food processor until smooth, about 1 minute. Transfer mixture into a medium bowl; add salt and pepper to taste. Cover and refrigerate until chilled, about 1 hour.

Step 2

Preheat oven to 400°F. Grease a 13- x 9-inch baking dish with canola oil. Whisk together 1/4 cup water and harissa in a medium bowl. Stir in breadcrumbs; let stand 5 minutes. Add lamb, cilantro, shallot, egg, garlic, paprika, cumin, coriander, fennel, and 2 teaspoons salt; stir well to combine. Shape mixture into 24 meatballs. Arrange meatballs in prepared baking dish so they are touching slightly.

Step 3

Bake in preheated oven until meatballs are browned and a thermometer inserted in thickest portion of meat registers 160°F, 18 to 20 minutes. Transfer to a serving platter. Serve with dip.