For sauce, in a small saucepan combine yogurt, mayonnaise, milk, dry mustard, and ground red pepper; set aside.
Spray an 8-inch skillet with nonstick spray coating. Fill the skillet halfway with water. Bring to boiling; reduce heat so water is simmering. To poach eggs, break 1 egg into a small dish and slide egg into water. Repeat with remaining eggs. Simmer, uncovered, for 3 to 5 minutes or until eggs are just soft-cooked.