For the cucumber yogurt sauce: Add the dill, olive oil, cayenne pepper, garlic, yogurt, cucumber and lemon juice to a medium bowl and combine. Season the sauce with salt and pepper. Cover with plastic wrap and refrigerate until ready to serve.
For the grilled tilapia: Preheat the grill to medium-high heat. Sprinkle the fish evenly with the salt and pepper. Oil the grill grates with a clean tea towel. Grill the tilapia 4 minutes, then flip and cook the second side, 4 to 5 minutes longer. Transfer to a platter. Top each fillet tableside with the cucumber yogurt sauce.