Preheat the oven to 400 degrees F. Combine the yogurt, scallions, lime juice and 3 tablespoons water in a small bowl; season with salt. Refrigerate until ready to serve.
Combine 2 tablespoons butter with the paprika in a large microwave-safe bowl; microwave until the butter melts, about 30 seconds. Add the frozen pierogi and toss to coat. Spread the pierogi on a foil-lined baking sheet, transfer to the oven and bake, flipping halfway through, until golden, 20 to 25 minutes.
Meanwhile, melt the remaining 2 tablespoons butter in a wide pot over medium-high heat. Add the onion and cook, stirring, until golden brown, about 8 minutes. Add the cabbage, curry powder, 3/4 teaspoon salt and a splash of water and cook, stirring occasionally, until the cabbage is tender, about 12 minutes. (Add another splash of water, if necessary.) Season with salt.
Divide the cabbage and pierogi among plates; serve with the yogurt sauce.