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Adjust rack to top position and preheat oven to 425 degrees. Wash and dry all produce.
In a medium bowl, combine yogurt, paprika, 1 TBSP olive oil, 2 tsp curry powder (you’ll use more later), 1 tsp salt, and pepper. (For 4 servings, use 2 TBSP olive oil, 4 tsp curry powder, and 2 tsp salt.) If you like things spicy, stir in a pinch of chili flakes (save the rest for serving).
Pat chicken* dry with paper towels; add to marinade and turn to coat. Set aside to marinate for 15 minutes.