In a medium bowl, mix together the yogurt, 1 tbsp. lemon juice and the herbs. Season with salt and pepper; refrigerate.
Fill a large saucepan with 2 inches oil; heat until a thermometer registers 350 degrees .
In a bowl, whisk the flour with 1 tsp. salt, the cayenne and lemon zest. Add the onion; toss to coat.
In a bowl, whisk the remaining lemon juice with the egg; stir into the onion mixture until just combined. Using your hands, form the mixture into golf-ball-size balls.
Working in batches, fry the poppers, turning, until golden, 5 to 7 minutes. Drain on paper towels. Serve with the yogurt sauce and lemon wedges.