Preheat a large cast-iron griddle. Brush the tortillas on 1 side with olive oil. Place 2 tortillas, oiled side down, on the griddle. Top each with one-fourth of the mozzarella, feta and lamb and cook over moderate heat until the tortillas are lightly browned. Fold the tortillas in half and cook, flipping once, until browned and crisp and the cheese is melted, about 4 minutes. Transfer the quesadillas to a baking sheet and keep warm in the oven while you make the rest. Transfer the quesadillas to a platter, top with the cucumber-yogurt sauce and the remaining sliced scallion and serve immediately.