Rinse the lime in hot water and pat dry. Cut the lime in half. Finely grate the zest and squeeze the juice from one of the halves. Thinly slice the remaining half. Rinse and dry the lemon balm. Set aside a few leaves for garnish, and finely chop the rest. Rinse and thinly slice the chili. Mix the yogurt with the coconut milk, lime juice, and lime zest. Add half of the chili, and the chopped lemon balm. Season to taste with salt and pepper, and stir to combine.
Garnish with the lime slices, remaining chili, and the lemon balm.