Peel and finely chop the onion. Heat oil in a pan over medium heat and cook the onion for 3-5 minutes until softened.
While the onion cooks, finely chop the parsley.
In a bowl, combine the ground beef, cooked onion, parsley, oregano, salt, pepper, cumin, breadcrumbs, eggs, and lemon juice. Mix until just combined. Refrigerate if not cooking immediately.
Cut the feta cheese into small cubes.
Wet your hands with water. Divide the meat mixture into 3 equal portions. Shape each portion into a flat patty, place some feta cubes in the center, then fold and seal the meat around the feta to form a compact roll.
Heat oil in a pan over medium-high heat. Fry the rolls for 8-10 minutes, turning occasionally, until cooked through (internal temperature 71°C / 160°F).