Curry Dipping Sauce

In a medium skillet, heat the oil. Add the onion and cook over moderately low heat, stirring occasionally, until softened but not browned, about 5 minutes. Add the curry powder and cook, stirring, until fragrant, about 1 minute. Scrape the mixture into a food processor. Add the yogurt, coconut milk, honey, lime zest and juice, garlic and cayenne and puree until nearly smooth. Scrape into a bowl and season with salt. Cover and refrigerate for 1 hour before serving.