Heat oil in a small skillet over medium-high heat. Add pine nuts and stir until nuts are golden, 2-3 minutes. Let cool completely.
Purée feta, milk, sour cream, dill, garlic, and lemon zest in a food processor until smooth. Scrape dip into a bowl. Scatter pine nuts over, drizzling with any oil from skillet.
Serve with watermelon radishes for dipping.