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Heat oven to 200C/180C fan/gas 6. Trim any woody ends from the broccoli – if any has wider stalks than the rest, split them along their length. Put the broccoli in a roasting tin large enough that it will fit in a single layer and add the olive oil, chilli and season well. Toss with your hands, then roast for 15 mins, turning the broccoli over halfway through. It should be tender and slightly charred.
Meanwhile, chop the preserved lemon (fresh and rind) and stir it into the yogurt with the garlic and the juice from the lemon jar.
To serve, lay the cooked broccoli on a platter, or on individual plates, scatter the feta on top, spoon over the yogurt dressing and drizzle with the extra virgin olive oil.