Slice pumpkin and remove seeds. Peel outer skin. Slice 2-inch pieces lengthwise. Place oil in skillet pan and heat to medium heat. Add pumpkin. Cook on medium heat covered for approximately 10 minutes, turning once.
Remove from pan and place in small roasting or baking pan. Sprinkle the pumpkin with the sugar and cinnamon. Cover tightly. Bake at 350 degrees for 30 minute or until soft. Time may differ according to the hardness of the pumpkin.
For yogurt sauce, stir ingredients together until smooth.