In a large bowl mix feta, garlic, oregano, olive oil, lemon juice and zest together. Add the lamb cutlets and mix until evenly coated in the mixture. Lay parchment paper squares on a board and place a cutlet in the centre of each, top each with any remaining feta mix and season with salt and pepper. Bring the sides together and form a parcel, leaving the bone exposed at the top, secure with butchers twine or elastic bands. Bake in a pre-heated oven at 350 degrees Celsius for approximately 10 minutes.
Rest for 5 minutes and then serve the lamb cutlets in the paper with some crusty bread to mop up all the delicious juices. For the watermelon panzanella, slice the top off each ciabatta roll. Carefully pull out the centres and roughly tear. Place on a roasting tray, along with the ciabatta lids and cook in a pre-heated oven for approximately 5 minutes until golden. Leave to cool.
Add the remaining ingredients into a large bowl, and then add the toasted bread and mix together. Season with salt and pepper. Whisk together all of the dressing ingredients and pour over salad. Fill each roll with panzanella and allow the flavours marinate for approximately an hour before serving.