2 red bell peppers
Preheat the oven to 450°F
Lay the bell peppers on a small baking sheet and rub 1 tablespoon of the oil over the peppers. Roast the peppers, turning occasionally, for about 15 minutes, or until the skins blister and begin to char. Transfer the peppers to a large bowl, cover with plastic wrap, and set aside until they are cool enough to handle. Peel and seed the peppers, and then cut them into a medium dice. Transfer the peppers to a large bowl.
Meanwhile, heat a large sauté pan over medium-high heat. Add the remaining 2 tablespoons oil, and when hot, add the onions. Cook, stirring occasionally, for about 10 minutes, or until they are very pale golden. Add the garlic and fennel seeds. Reduce the heat to medium and cook for about 8 minutes, or until the onions are golden brown. Add the vinegar and thyme and cook for about 1 minute, or until the vinegar has evaporated. Season the onion mixture to taste with salt and pepper. Stir the onion mixture into the diced roasted peppers and set aside to cool completely.
If necessary, pour off any excess liquid from the yogurt, and then stir the yogurt and parsley into the cooled roasted pepper-onion mixture. Season to taste with salt, black pepper, and lemon juice. Serve immediately.