Sear Chicken: Heat olive oil in a large skillet over medium-high heat. Add chicken, season with salt, pepper, and oregano, and cook until browned (5-7 minutes). Remove chicken from the pan and set aside.
Cook Asparagus: In the same skillet, add the asparagus. Sauté for 3-4 minutes until bright green and tender-crisp.
Make Sauce: Reduce heat to medium-low. Add garlic and shallots, sautéing for 1 minute. Whisk in chicken broth and Greek yogurt until smooth.
Toss and Serve: Return the chicken to the pan and toss to coat in the sauce. Simmer for 1 minute. Remove from heat, stir in lemon juice, and serve immediately.