Grate the cucumber; place in a clean, dry towel or cheesecloth and squeeze the water from the cucumber. Place cucumber into a medium bowl. Add in the feta cheese, yogurt, garlic and pepper. Mix to fully combine and set aside.
Place the lamb into a large non-stick skillet and place over medium-high heat. Cook until lamb is cooked through, approximately 5 minutes, breaking it up into small pieces as it cooks. Drain well, cool slightly.
Place lamb into a large bowl; add in the olives, tomatoes, scallions, feta, mint, lime zest, lime juice, salt and pepper; mix to fully combine.
Working with 1 egg roll wrapper at a time, place the wrapper with one corner of the diamond closest to you. Place 1/4 cup of the lamb mixture in the bottom center of the wrapper. Roll the corner closest to you over the filling. Brush the 3 remaining corners with water. Fold in the sides of the wrapper and continue rolling the egg roll up until it is closed. Press to seal, set aside, and continue with the remaining wrappers and filling.
In a large non-stick skillet, pour oil to a depth of 1/2 inch. Heat the oil to approximately 350 degrees F. Fry the egg rolls, in batches, for about 2 - 3 minutes or until golden brown, turning occasionally. Drain on paper towels; keep warm.
Serve egg rolls with tzatziki sauce on the side, garnish with chopped green portion of scallion and enjoy!