Mix the yoghurt and mustard in a large bowl. Add the chicken and coat well. Refrigerate all day.
Preheat the oven to 400°F (200°C).
Lay chicken on a rimmed cookie sheet lined with a silpat (silicone baking sheet). Pop into the oven and cook until lightly brown and the chicken is fully cooked. The roasting will take about 45 to 60 minutes, depending on the size of your chicken legs.
Transfer chicken to a serving dish. Scrap any remaining yoghurt from the roasting pan and put it into a blender. The yoghurt will look curdled, which is ok. If the yoghurt seems dry, add a touch of water to return it to a liquid. Pour sauce over the chicken and serve.