Melt butter over medium heat in skillet. Stir in shallots and sauté until tender.
Transfer to bowl and add mushrooms, lamb, parsley, egg, and lemon zest to bowl with shallots.
Sprinkle in oregano, salt & pepper as you mix all contents together. Let refrigerate for 1 hour.
Form lamb mixture into balls about the size of a ping pong ball (or golf ball if that helps) and set aside.
Heat olive oil in same skillet over medium-high heat.
Cook meatballs in batches until evenly brown on all sides and place on paper towels to drain. Once they are done, transfer them to a serving dish and keep skillet contents on heat.
Mix tomato sauce, wine, garlic, and cinnamon into skillet. Cook until well blended. Season with black pepper to taste, then pour the sauce over the meatballs. Serve with toothpicks and enjoy.