In a medium-large pot over medium-high heat, combine the olive oil, onion, and a couple of big pinches of salt. Cook until the onions soften up a bit, a few minutes.
Stir in the chickpeas, and then add the vegetable broth and garlic. Bring to a simmer and remove from heat.
In a medium bowl, whisk the saffron and egg yolks, then whisk in the yogurt. Slowly add a big ladleful, at least 1 cup, of the hot broth to the yogurt mixture, stirring constantly. Very slowly whisk this mixture back into the pot of soup.
Return the pot to medium heat and cook, stirring continuously for another 5 minutes or so, until the broth thickens to the consistency of heavy cream, never quite allowing broth to simmer.
Ladle into individual bowls and serve sprinkled with a touch of paprika and plenty of chopped cilantro.