Trim fat from lamb chops; place chops in a small heavy-duty, zip-top plastic bag. Combine wine and next 3 ingredients; pour over chops. Seal bag, and shake until chops are well coated. Marinate in refrigerator 8 hours, turning bag occasionally.
Remove chops from bag, discarding marinade. Coat grill rack with cooking spray, and place on grill over medium-hot coals (350° to 400°). Place chops on rack; grill, covered, 10 minutes on each side or to desired degree of doneness. Transfer to serving plates, and keep warm.
Combine yogurt and remaining ingredients, stirring well. Spoon yogurt mixture over chops.