Preheat the oven to 475°. Place a baking sheet on the center rack and allow to heat for 10 minutes. Meanwhile, cut the broccoli lengthwise into 1/3-inch- thick slabs, reserving any florets that fall off; trim the florets to form mini steaks that lie flat.
In a large bowl, toss the broccoli, olive oil and crushed red pepper and season with salt and black pepper. Carefully arrange in a single layer, cut side down, on the hot baking sheet. Roast for about 20 minutes, turning halfway, until golden and tender.
Meanwhile, in a small bowl, mix the yogurt, mayonnaise, garlic, minced lemon rind and lemon juice and season with salt and black pepper.
Transfer the broccoli to plates and top with the cheese. Garnish with julienned lemon rind. Spoon the yogurt sauce on the side and serve.
The preserved lemon yogurt can be refrigerated overnight.
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