Preheat oven to 160 °C. In a bowl, mix yogurt with cayenne bell pepper, paprika, sambal oelek and lemon juice and zest.
Arrange chicken legs side by side on a baking tray and pour the yogurt sauce over them. Roast for about 20 minutes until golden brown.
Sprinkle sesame seeds on top and roast for another 5 minutes.
Remove the chicken legs from the oven and serve.