Set a bowl of ice water by the stove. Bring a large pot of water to a boil; add broccoli and cook until bright green and almost tender, about 1 minute. Using a slotted spoon, transfer the broccoli to the ice water. Drain and pat dry.
Grate 1 teaspoon zest from lemon, then cut it in half. Heat a grill pan over medium-high heat. Add the lemon halves, cut-side down, and cook until lightly charred, about 4 minutes. Transfer to a plate. Add the broccoli to the pan and cook, stirring once, until lightly charred, about 5 minutes. Transfer to a medium bowl; toss with oil, ¼ teaspoon salt and pepper.
Juice 1 lemon half into a small bowl. Stir in the zest, yogurt, cumin, paprika and the remaining ¼ teaspoon salt. Serve the broccoli with the yogurt sauce and the remaining lemon.
