Roasting Chicken in Greek Yogurt Marinade

I would probably bake the chicken without the marinade. I think the yogurt on the chicken will be enough yogurt.

I do that often. Using Skinless Chicken thighs.
With a couple of a types of yogurt marinade.
- Yogurt, Garlic, Lemon, Oragano
This I give a shake and bake with seasoned bread crumbs or cornflakes
- Yogurt, Tandori paste, garlic.
This gets blasted really high heat.
- Yogurt, Curry Powder...extra tumeric and paprika (cinnamon and ginger)
This gets high treatment too.

The yogurt protects the chicken and bakes on nicely.

As for the sauce. I never bother with a sauce for these. But you could make a tazakazi sauce with cucumbers, garlic, yogurt.
Or just make a simple cucumber salad with yogurt and a touch of curry powder, salt and pepper. (maybe some finely crushed garlic).

Although from the question, I'm thinking your marinade is rather thin and liquid like, can you explain? Because the marinade would be needed to be heated....and the yogurt in a thin marinade with acid would curdle when heated.

Actually, I would roast without yogurt, (unless it is very fatty yogurt). It might release too much water and you might end up cooking the chicken instead of roasting it.

I would roast with the yogurt and make sure you cook to the right temperature (use an instant read thermometer).