Place ground lamb in large mixing bowl and bring to room temperature.
Fry bacon and remove to paper towels to drain. Reserve small part of bacon fat in frying pan and crumble bacon when cool.
Place lemon slices in bacon fat and simmer for about 10 minutes.
Add crumbled bacon, milk, breadcrumbs, and egg to ground meat and combine lightly with two forks. Moisten hands and form meat mixture into balls, either walnut or egg sized. Roll them in bacon-lemon sauce and then place in broiler. Cook for about 5 minutes on each side.