Place roasted pepper in blender container with cilantro, garlic, cocoa, anise, 1/2 teaspoon chili powder, sugar, and cayenne. Cover and blend; add yogurt, blend until smooth. Pour into serving bowl. Let stand at room temperature to allow flavors to blend. For longer storage, cover and refrigerate, bring to room temperature before serving.
In small bowl combine remaining 2 1/2 teaspoons chili powder, salt, and pepper, rub chops with this mixture. Grill or broil chops 12-15 minutes, turning once: Grill directly over a medium-hot fire; broil 5 inches from heat source. Serve chops with red pepper sauce.