Heat olive oil in a medium sized pot over medium heat. Add the onion and garlic and sauté for 5 minutes. If they are burning, turn the heat down. Add the curry paste and cook for 2 minutes, stirring constantly. Add the lentils and coconut milk, then fill the coconut milk can up with water and add it too. Bring to a boil, then reduce a simmer and cover. Cook for 20 minutes, or until lentils are soft.
Stir in lime juice, salt, pepper, and cayenne. Divide between 4 bowls and top with greek yogurt and cilantro.
For a more filling meal, serve this naan over half of a roasted sweet potato, over rice, or with a side of naan.
