Combine first 9 ingredients in a large zip-top plastic bag. Add lamb; seal and shake to coat. Refrigerator 8 hours or overnight.
Heat oil in a large saucepan over medium-high heat. Add lamb mixture; cook 4 minutes, stirring constantly. Add broth, scraping pan to loosen browned bits; bring to a boil. Cover, reduce heat, and simmer 1 hour. Increase heat to medium-high; partially cover and cook 1 hour or until lamb is tender. Uncover and cook 5 minutes or until sauce thickens. Remove from heat; stir in yogurt and cilantro.