For the dip: In a medium bowl, whisk together the yogurt, tarragon, lemon zest, lemon juice, olive oil and salt. Set aside for at least 5 minutes to allow the flavors to marry.
For the bundles: Make small bundles of 1 or 2 pieces each of the carrots, peppers and cucumbers. Tie each bundle at the equator with one of the chives, and trim the chive to the appropriate length. Serve alongside the tarragon-citrus dip.