Prepare the Meatball Base:
Heat 3 tablespoons olive oil in a medium skillet over medium heat. Add the diced onion and cook until softened, about 3 minutes. Stir in garlic and cook for 1 minute, stirring constantly.

Toast the Spices:
Add coriander, chopped fennel seeds, and rosemary to the skillet. Toast for 1 minute until fragrant. Transfer this mixture to a large bowl and chill until cool.

Form the Goat Cheese Balls:
Roll the goat cheese into small ½-inch marble-sized balls. Set aside.

Make the Meatball Mixture:
To the cooled spice mixture, add the sausage, ground lamb, breadcrumbs, eggs, and ½ teaspoon salt. Mix gently by hand until just combined.

Shape the Meatballs:
Divide the mixture into 24 small ovals (about 2 tablespoons each). Press your thumb into the center of each oval to create a small indentation. Place a goat cheese ball inside, then mold the meat around it, rolling into smooth balls. Refrigerate until ready to cook.

Prepare the Sauce:
In a large pot, heat ¼ cup olive oil over medium-high heat. Add the diced onion and cook until softened, about 1 minute. Add the crushed tomatoes with their juices, red pepper flakes, ½ teaspoon salt, and sugar. Simmer, stirring occasionally, until thickened, about 10 minutes. Stir in the oregano.

Cook the Meatballs in Sauce:
Gently add the meatballs to the sauce. Reduce heat to low, cover, and simmer until meatballs are cooked through, about 10 minutes.

Make the Goat Cheese Spread:
In a bowl, beat together goat cheese, mascarpone, and milk with a wooden spoon until smooth. Stir in oregano, rosemary, thyme, dill, ¼ teaspoon salt, and a pinch of black pepper.

Assemble the Sliders:
Spread the goat cheese mixture on each slider roll. Top with a meatball, some pickled cucumbers, and spoon extra sauce over the meatballs.