Grate 1 1/2 teaspoons peel from lemon.
Cut lemon in half.
Cut 2 slices from 1 half; reserve slices.
Squeeze enough juice from remaining half to measure 1 teaspoon.
Place peel into small bowl.
Add 2 tablespoons parsley, oregano and pepper.
Place garlic on cutting board.
Sprinkle 1/2 teaspoon salt over garlic and chop garlic very finely.
Add garlic mixture to seasonings in small bowl.
Run fingers between chicken and skin to loosen skin (do not remove skin).
Spread generous 1/2 tablespoon seasoning mixture under skin of each chicken breast.
Rub outside of chicken with oil; season with salt and pepper.

For sauce, mix yogurt and 1 teaspoon lemon juice into remaining seasoning mixture.

Preheat broiler or prepare barbecue (medium-high heat).
Broil chicken until cooked through, about 12 minutes per side.
Arrange chicken on plates.
Garnish with lemon slices and remaining 1 tablespoon parsley.
Serve with yogurt sauce.