Position oven rack in center; preheat to 450°F. Toss chicken and sweet potato with 2 tablespoons oil, 1 tablespoon harissa paste, ½ teaspoon salt and cumin on a large rimmed baking sheet until coated. Spread in an even layer with 1 chicken thigh, skin-side up, in each corner of the baking sheet.
Pile broccolini in the center of a 16-inch-long piece of foil. Drizzle with the remaining 1 tablespoon oil. Bring up both long sides of the foil until the edges meet; fold over, close and seal the edges. Fold each short side over to close and seal the edges. Place on the baking sheet with the chicken and sweet potato. Roast until an instant-read thermometer inserted in the thickest chicken parts registers 165°F and the sweet potatoes are tender, 20 to 25 minutes.
Spread ¼ cup yogurt onto each of 4 plates. Place a chicken thigh on each plate. Remove the broccolini from the foil; add to the sweet potato mixture. Add honey and the remaining 1 ½ tablespoons harissa and ¼ teaspoon salt; stir until combined. Divide the vegetable mixture among the plates. Spoon any remaining drippings from the baking sheet over the chicken.