Make the Spicy Afghan Green Sauce: Combine all the ingredients in a blender or food processor and puree until smooth. This can be done 1 to 3 days in advance. It is best to make the sauce at least 1 day in advance to give the flavors time to blend.
Preheat a grill to about 375°F for direct cooking.
Make the meatballs: Place the cumin, coriander, cardamom seeds, and star anise in a small skillet over medium heat and toast until fragrant, 2 to 3 minutes. Let cool, then grind in a spice or coffee grinder. Add the turmeric, seasoned salt, black pepper, cinnamon, and cayenne and mix well.
Place the ground lamb in a large bowl. Add the spices along with the onion, ginger, garlic, mint, feta, and spinach and mix well, but do not overmix as this will result in a tough texture. Form the mixture into meatballs 1 to 1 1/2 inches in diameter.
Place the meatballs on the grill grate and cook for about 14 minutes, or until the internal temperature reaches 160°F on a meat thermometer, rotating the meatballs frequently to ensure that they caramelize evenly.
Serve with the dipping sauce.
Notes: You may substitute store-bought garam masala for the homemade spice mixture here.
You can have a butcher grind the meat, or you can do it yourself at home, using a meat grinder or food processor.