In a large bowl, combine the ground lamb with all the other ingredients. Divide mixture into 8 equal portions and form into small patties. Lightly oil the barbecue. Heat the barbecue to high, and cook patties for five minutes on each side or until cooked through. To prepare the sauce stir together the mayonnaise, capers, mint and mustard. Place burgers on slider buns, and top with the sauce and arugula.