Caramelize Onions: Heat oil over medium/low heat, preferably in a heavy-bottomed pan (like cast iron). Add onion, stirring to evenly coat with oil. Cook for 10 minutes, then sprinkle with salt. Continue cooking for 30 to 45 minutes, stirring every couple minutes, until onions are golden brown and caramelized.
Add Garlic: Add garlic at the very end, cooking for just 2 or 3 minutes with the onions, then remove from heat. Roughly chop and allow to cool slightly.
Stir: Combine cooled onion mixture with yogurt, Worcestershire, pepper, and salt in a medium bowl. Taste and adjust seasonings as needed.