Combine yogurt and green chilies, onions, cumin and salt in medium bowl. Set aside 2/3 cup yogurt mixture for salsa; refrigerate. Pierce chicken liberally on both sides with fork; add to bowl with yogurt mixture, turning once to coat both sides. Marinate 15 minutes.
Grill chicken and peppers over medium barbecue. Grill, turning once, until chicken is cooked through and peppers are crisp tender, about 10 minutes.
**To Broil: Place chicken and peppers on rack in broiler pan 4-5 inches from pre-heated broiler. Following above grilling directions.**.
Meanwhile, prepare Yogurt Salsa by stirring mayonnaise into reserved 2/3 cup yogurt mixture; place in small serving bowl. To serve slice chicken (maybe spoon some salsa over top).