Heat oven to 350°F. Spray cookie sheet with cooking spray.
Pat each biscuit into 6-inch round; lightly brush tops with egg white. Place 1 biscuit round, egg-washed side down, on top of second biscuit round. Using fork, crimp edges to seal. Place on cookie sheet, reshaping into round as needed. Repeat with remaining biscuits.
Bake 15 to 19 minutes or until golden brown. Remove from cookie sheet to cooling rack; cool 5 minutes.
Meanwhile, in small bowl, mix all cucumber sauce ingredients. Cover; refrigerate until serving time.
In 10-inch skillet, heat oil over medium-high heat. Cook lamb, onion and 2 cloves garlic in oil, stirring frequently, until lamb is thoroughly cooked; drain, if desired. Stir in oregano, cumin, 1/2 teaspoon salt and the pepper; remove from heat. Stir in cheese.
Cut each biscuit round in half. Using small serrated knife, carefully open up pocket, being careful not to cut crimped edge. Spoon about 1/4 cup filling into each pocket; top with lettuce and tomatoes. Spoon about 2 tablespoons cucumber sauce over each pocket.