Using a food processor, puree the roasted peppers, cucumber, feta, yogurt, garlic and lemon juice.
In a large bowl, combine the lamb, onion, chili powder, oregano, paprika, garlic powder, cinnamon, 1/2 teaspoon salt and 1/4 teaspoon pepper. Form into four 4-inch patties. In a large skillet, heat a drizzle of EVOO over medium-high heat. Add the patties and cook, turning once, for 8 minutes for medium.
Place a romaine leaf and a patty on each roll bottom and top with the garnishes. Slather the sauce on the roll tops and set in place.