Alternately thread the lamb, tomatoes, and onions onto long skewers. (If the skewers are wooden, soak in water for 30 minutes before using.)
Drizzle over kebabs, the oil, the lemon juice, garlic, oregano, salt and black pepper. Marinate in the refrigerator for at least 4 and up to 12 hours
Preheat the grill to medium-high
Remove the lamb from the marinade and pat dry. Place on the grill and cook until lamb reaches desired temperature, turning occasionally, 8 to 10 minutes for medium-rare.
Remove from the grill and arrange the skewers on 4 plates. Divide the sauce among 4 ramekins and place on the plates with the skewers. Serve with lemon wedges on the side and sprigs of mint
Essence: Combine all ingredients thoroughly and store in an airtight jar or container
Line a strainer with a layer of cheesecloth or a coffee filter and place over a bowl. Add the yogurt, refrigerate, and let drain until thick and reduced to 1 cup, 2 to 3 hours. Discard the liquid in the bowl or reserve for another use, such as bread making.
In a blender, combine the feta, oil, garlic, lemon juice, salt, and cayenne, and process until smooth, adding more oil 1/2 teaspoon at a time if needed. Add the strained yogurt and pulse to combine. Add the mint leaves and Essence. Adjust the seasoning, to taste.