Preheat oven to 180°C. Wash the lettuce leaves and set aside to dry
In a small bowl, add the mayonnaise, yogurt, Dijon mustard, anchovies, and mashed garlic. To make things easier, you can mash the anchovies with a fork separately before adding. Taste the sauce and add salt and black pepper to taste. Do not salt before tasting as the anchovies can be salty and you might not need to add salt at all. Split the marinade into 2 halves, and put one in the fridge to be used as a dipping sauce later
Cut the chicken breast into medium sized cubes and marinate with the other half of the sauce. Thread the chicken pieces onto the skewers, making sure that they are in the center of the skewer and they hold well
Bake on a tray lined with baking paper for 30 minutes at 180°C flipping the skewers halfway
Enjoy hot, wrapped in lettuce leaves and slathered with that delicious sauce. Enjoy