Combine the shallot, garlic, cilantro, oil, lemon juice and zest, salt, cumin and cayenne (or harissa) in a small food processor and puree until the sauce is smooth.
Place the lamb in a large Ziplock bag. Pour three quarters of the marinade over the chops. Shake them around until well-coated in the charmoula, then place in the refrigerator for at least 4 hours, or overnight. Cover and store the remaining charmoula.
Combine the yogurt, cumin, and lemon juice in a small mixing bowl. Season with salt and pepper. Set aside. (This can be done the night before as well.)
When ready to serve, heat an indoor grill pan over a high flame. Brush with olive oil, or coat with cooking spray. Remove the lamb chops from the marinade. Grill for 5 minutes on each side, rotating each chop 90 degrees halfway through the cooking process on each side to create a nice cross-hatch. Remove to a plate or cutting board and tent with foil. Allow to rest for 10 minutes.
To serve, divide the yogurt sauce between two plates. Stand the lamb chops upright in the middle of the plate (teepee effect). Spoon the remaining charmoula over the chops, and garnish with a healthy handful of cilantro. Serve immediately alongside herbed rice or orzo.