Mix together the yoghurt, lemon juice, curry paste and thyme, then season with salt and pepper.
Put the chicken pieces in a shallow ovenproof dish, cover with the yoghurt mixture and turn the chicken several times to make sure it is evenly coated. Leave to marinate in the fridge for 2–3 hours.
Preheat the oven to 200°C (gas 6). Put a knob of butter on each chicken piece. Surround with the chopped pepper, then put in the oven and cook for 50 minutes or until cooked through, basting a couple of times. Serve immediately, garnished with sprigs of fresh thyme.
To accompany this dish, place four courgettes, cut in half lengthways, in an ovenproof dish. Baste with olive oil and sprinkle with fresh thyme. Bake for 25 minutes at 200°C (gas 6), then sprinkle with a little lemon juice and spread lightly with garlic purée. Serve with savoury rice.