Heat 1 Tbsp. oil in a large skillet.
Add onion and peppers; cook, stirring occasionally till tender.
Remove to bowl.
Add the second 1 Tbsp. oil to the skillet; when oil is hot, add the mushrooms and sauté till browned; push chicken to the side, then stir flour into skillet; cook, whisking constantly, 2-3 minutes.
Gradually stir in broth, tomato paste, sherry, paprika, salt, thyme, hot pepper and onion mixture; stir all together.
Cover; simmer 5 minutes.
Meanwhile, slice chicken into 1” strips.
Add to skillet; cook, uncovered, until no longer pink in center.
Remove from heat; let stand 10-15 minutes.
Stir in yogurt until blended and smooth.
Spoon over hot, cooked egg noodles and garnish with chopped parsley, if desired.
