Preheat the broiler. On a double layer of aluminum foil with the edges folded up, broil the fennel seeds until fragrant, 20 to 30 seconds. On a large rimmed baking sheet, toss the cauliflower and onion wedges with the oil, 2 tsp. thyme, and the coriander; season with salt and pepper.
In a large bowl, mix the lamb, egg yolks, cumin, toasted fennel seeds, and finely chopped onion with 1 1/2 tsp. salt, 1 tsp. pepper, and the remaining 1 tsp. thyme. Form into 1 1/2-inch meatballs (about 24). Arrange the meatballs and cauliflower in a single layer on the baking sheet.
Broil until the meatballs are browned and cooked through, about 8 minutes. Swirl the tzatziki onto 4 plates. Top with the meatballs and cauliflower mixture. Sprinkle with the mint.