Preheat the oven to 375°. Make sure your diced squash is about the same size as your chickpeas. In a large bowl, toss the butternut squash with the chickpeas, olive oil, curry and cayenne and season with salt and pepper. Spread the squash cubes and chick peas on a large rimmed baking sheet and roast for 1 hour, or until tender.
Meanwhile, in a medium bowl, stir the yogurt with the cilantro and lemon juice and season with salt and pepper.
Spoon the roasted butternut squash and chickpeas onto a platter and drizzle with 1/2 cup of the yogurt sauce. Serve the remaining yogurt sauce on the side.