In a large pot sauté red onion in oil over medium heat, stirring until browned and soft, about 8 minutes.
Stir in garlic, ginger, curry, cayenne, salt and pepper and cook 1 minute, then add carrots, lentils and 6 c water. Cook, stirring occasionally, until lentils thicken, 25-30 minutes. Let cool.
Transfer ⅓ of soup to blender. Add ⅓ c Chobani and purée until smooth. Repeat twice with remaining soup and Chobani. Return to pot and add cilantro. Reheat and serve.