Mix yogurt, garlic, curry powder, salt, and pepper in glass or ceramic container; place lamb into it in a single layer and toss to coat well, spooning some marinade on top. Cover and marinate in refrigerator 2 to 5 hours.
When ready to cook, preheat the broiler. Transfer lamb to a broiler pan and bring to room temperature. Broil 5 minutes per side for medium-rare, or to desired doneness. When done, transfer to a platter and let rest 15 minutes before serving.