1. Combine the first 3 ingredients in a small bowl. Sprinkle lamb with 1/4 teaspoon salt and pepper; rub with oregano mixture. Heat a large skillet over high heat. Add oil to pan, swirling to coat. Add lamb, and cook for 3 minutes on each side or until desired degree of doneness. Let stand for 5 minutes.
2. Combine yogurt and remaining ingredients in a small bowl. Serve sauce with lamb.
If you have trouble finding the right size lamb loin chops, ask the butcher to cut them to the size you need. For a thicker sauce, use Greek-style yogurt.