In a large mixing bowl, combine the ground lamb, finely chopped red onion, fresh parsley, fresh mint, minced garlic, ground cumin, ground coriander, smoked paprika, cayenne pepper (if using), salt, and black pepper. Mix gently with your hands until just combined. Be careful not to overmix, as this can make the kofta tough.
Add the lightly beaten egg to the mixture. Continue to mix gently with your hands until the egg is fully incorporated and the mixture holds together when pressed.
Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper or lightly grease it.
Shape the lamb mixture into small, oval-shaped meatballs (kofta), about 1.5 to 2 inches long. Aim for a uniform size so they cook evenly.
Heat the olive oil in a large skillet over medium-high heat. Sear the kofta for about 2-3 minutes per side, until nicely browned. This step adds an extra layer of flavor and helps them hold their shape. You may need to do this in batches.
Transfer the seared kofta to the prepared baking sheet. Place the baking sheet in the preheated oven and bake for 10-12 minutes, or until the kofta are cooked through and reach an internal temperature of 160°F (71°C).
Remove from oven and let rest for a couple of minutes before serving.