Place a rack in top third of oven; preheat to 200c.
Bring a small pot of salted water to a boil over high heat. Cut broccoli in half lengthwise, then cut on a diagonal into 2"–3" pieces, leaving tips of florets intact.
Working in batches, cook broccoli just until bright green, about 30 seconds. Drain very well.
Meanwhile, whisk yogurt, oil, paprika, coriander, turmeric, garlic, and cayenne in a medium bowl.
Season with salt. Add broccoli and toss to coat. Transfer broccoli mixture to a foil-lined rimmed baking sheet and arrange in a single layer.
Roast broccoli until browned and stalks are tender, 15–20 minutes (unblanched broccoli may take as long as 25 minutes).
Serve with lemon wedges.