To prepare dip, combine the first 8 ingredients, stirring with a whisk until blended and smooth. Cover and chill until ready to use.
To prepare pide (PEE-dah), lightly spoon flour into dry measuring cups; level with a knife. Combine flour, salt, and yeast in a large bowl. Add water; stir until a soft dough forms. Turn dough out onto a lightly floured surface. Knead until smooth and elastic (about 10 minutes). Place dough in a large bowl coated with cooking spray, turning to coat top. Cover and let rise in a warm place (85°), free from drafts, 1 hour.
Preheat oven to 500°.
Place a 13 x 15-inch baking sheet in oven; heat 10 minutes.
Place egg yolk in a small bowl; set aside. Remove baking sheet from oven; lightly coat with cooking spray. Quickly turn dough out onto preheated baking sheet. Pat or roll dough to edges of pan, being careful not to touch hot pan. Brush dough with egg yolk; sprinkle with nigella seeds.
Bake at 500° for 18 minutes or until golden brown. Remove from oven; release pide from baking sheet with a thin spatula. Place on a wire rack. Using a serrated knife, divide bread by making 4 lengthwise cuts and 3 crosswise cuts to form 20 equal portions. Serve warm or at room temperature with dip.