In a mixing bowl, combine yogurt, olive oil, garlic, shallots, paprika, oregano, chili flakes, salt, and pepper. Stir in cubed chicken or steak strips. Let marinate for 15 minutes at room temperature or overnight in the refrigerator.
Preheat oven to 425°F. Arrange the chicken or steak on a baking sheet. If desired, you can line the baking sheet with foil for easier cleanup. Roast 15 minutes, toss, and bake another 5–10 minutes until meat is cooked through. Switch the oven to broil and cook for 1–2 minutes, letting the meat char on the edges.
Meanwhile, combine the cucumbers, avocado, lemon juice, and dill in a separate bowl.
To assemble, add lettuce to a bowl. Top with chicken or steak, cucumber/avocado mixture, feta cheese, and any other desired toppings. Add a few dollops of tzatziki sauce.