Preheat the oven to 400°F. Line a baking sheet with parchment paper.
In a large bowl, combine the ground turkey, breadcrumbs, Parmesan cheese, parsley, garlic, oregano, salt, pepper, and egg. Mix until just combined.
Form the mixture into meatballs, about 1.5 inches in diameter, and place them on the prepared baking sheet. Drizzle the olive oil over the meatballs.
Bake in the preheated oven for 20-25 minutes, or until the meatballs are cooked through and golden brown.
While the meatballs are baking, prepare the tzatziki. In a medium bowl, mix together the Greek yogurt, grated cucumber, garlic, lemon juice, dill, salt, and pepper. Adjust seasoning to taste.
Serve the meatballs warm with a generous dollop of tzatziki on the side.