Marinate: Mix the olive oil, honey, mustard, lemon zest, lemon juice, garlic, yogurt, salt, and pepper in a bowl large enough to hold the chicken. Add the chicken and turn to coat. Cover and refrigerate for 1 to 8 hours.
Cook the chicken: Preheat the oven to 375°F (190°C) and line a baking sheet with parchment paper.
Heat a grill pan over medium heat and brush the grates with oil. Add the chicken and sear until dark brown grill marks appear, about 2 to 3 minutes on each side. Watch the heat, as the honey in the marinade can burn.
Transfer the chicken to the prepared baking sheet and spoon the remaining marinade over the top.
Bake for 15 to 25 minutes, until a thermometer inserted into the thickest part of the chicken registers 165°F. Leave the chicken for 5 minutes until the juices settle. Slice into thick slices, scatter cilantro over the top, and serve with lemon wedges.
