How to Make It
In a medium bowl, whisk the yogurt with the cucumber, lemon zest, lemon juice, the 1 tablespoon of chopped dill and the cayenne. Season the tzatziki with salt and pepper. Cover and refrigerate until well chilled, about 20 minutes.
Meanwhile, in a large bowl, combine the lamb with the oil, onion powder, garlic powder, mint, oregano, garlic, 2 teaspoons of salt and 1 teaspoon of pepper and mix well.
On a work surface, brush the rims of 5 gyoza wrappers with water and spoon 1 tablespoon of the filling into the center of each. Fold the wrappers over to form half-moons. Seal the edges, pressing out any air, and crimp decoratively. Transfer the dumplings to a parchment paper–lined baking sheet; keep them covered with a moist paper towel. Repeat with the remaining wrappers and filling.
Fill a wok or large skillet with 2 inches of water and bring to a boil. Working in batches, arrange the dumplings in a double-tiered bamboo steamer lined with parchment paper. Set the steamer over the boiling water, cover and steam the dumplings until the filling is cooked through and firm, 6 to 8 minutes. Transfer the dumplings to a platter and garnish with chopped dill. Serve with the tzatziki.