In a large bowl combine yogurt, onion, garlic, a dash of cayenne, and juice of half a lemon. Add chicken breast. Toss to coat and refrigerate overnight or for at least 6 hours. Remove chicken from bowl and place on skewers. Grill chicken on grill or in a grill pan. In separate bowl combine peanut butter, soy sauce, and water. Whisk until smooth. Add additional cayenne pepper and lime juice. Flip chicken and grill until cooked through. Serve with peanut butter sauce.