Heat oil in a large heavy saucepan over medium-high heat. Add onion and cook, stirring, until softened but not browned, 3 to 4 minutes. Add curry powder and cook, stirring, until combined with the onion and intensely aromatic, 20 to 30 seconds. Stir in lentils, tomatoes, chicken and seasonings, and cook, stirring often, until heated through. Remove from the heat and stir in yogurt. Serve immediately. 4 servings.