Whisk together 1/2 cup of Worcestershire sauce, liquid smoke, and lemon pepper in a bowl. and pour into a resealable plastic bag. Add the lamb cubes, coat with the marinade, squeeze out excess air, and seal the bag. Marinate in the refrigerator for 1 hour. Prepare the dipping sauce by whisking together the salad dressings, 1 teaspoon Worcestershire sauce, mustard, ketchup, and onion powder in a small bowl. Refrigerate until ready to serve.
Preheat the oven's broiler and set the oven rack in the middle of the oven. Spray a broiler pan with nonstick cooking spray.
Drain the lamb cubes in a colander in the sink, discarding the marinade. Place the lamb cubes onto the prepared broiler pan. Cook in the preheated oven until the lamb has cooked to your desired degree of doneness, 10 to 15 minutes for medium.
Place the lamb cubes on a plate covered with paper towels. serve hot with the dipping sauce using toothpicks. Do not reheat as lamb tends to lose flavor when reheated.