If the chicken breasts are very thick, slice them horizontally into thinner pieces. Season both sides with salt and pepper.
Heat olive oil in a large deep skillet over medium-high heat. Add chicken and cook for about 3 minutes per side, until browned. Transfer to a plate.
Reduce heat to medium. Add onion and sweet potatoes and cook for 5–6 minutes, stirring occasionally.
Add garlic and cook for 30 seconds. Stir in tomato paste and cook for 1–2 minutes.
Add harissa and chicken broth. Season with a little salt and pepper and stir well, scraping up any browned bits from the pan.
Bring to a gentle simmer. Cover, reduce heat to medium-low, and cook for 8–10 minutes, until the sweet potatoes begin to soften.
Stir the sweet potatoes, then nestle the chicken back into the pan. Arrange lemon slices around the chicken.
Cover and gently simmer over low to medium-low heat for 10–15 minutes, turning the chicken once halfway through, until the chicken reaches 165°F and the sweet potatoes are fork-tender.
If the chicken is done before the sweet potatoes, remove it and keep covered while the potatoes cook a few minutes longer. If the sauce is too thin, uncover and simmer for 3–5 minutes to thicken.
Mix Greek yogurt, harissa, and lemon juice in a small bowl. Season with salt and pepper.
Sprinkle the chicken and sweet potatoes with chopped parsley and serve with the harissa yogurt sauce.