In a medium bowl, combine the ground lamb, egg, almond flour, dried oregano, sea salt, and black pepper.
Gently mix by hand until just combined, then roll into 1.5-inch meatballs.
Heat the olive oil in a large skillet over medium heat.
Add the meatballs to the skillet and sear for 2-3 minutes per side until a golden-brown crust forms.
Remove meatballs from the pan and set aside; add the diced onion and minced garlic to the same skillet, sautéing until fragrant.
Pour in the tomato puree and stir to scrape up any browned bits from the bottom of the pan.
Return the meatballs to the skillet, cover, and simmer on low for 8-10 minutes until the sauce thickens and meatballs are cooked through.
Garnish with fresh chopped parsley before serving.