Special equipment: cheesecloth
Place a strainer over a bowl, making sure there is enough space in bottom of bowl to contain dripping liquid. Line the strainer with a double layer of cheesecloth and pour the yogurt into the cheesecloth. Let the yogurt drain in the refrigerator for at least 1 to 2 hours.
In a bowl, mix the strained yogurt with the lime zest, lime juice and agave. Set aside.
In another bowl, mix together the paprika, sugar, chili powder and 1/4 teaspoon salt. Sprinkle the watermelon rounds on both sides with the spice rub.
Heat a griddle pan over high heat and spray with coconut spray. Add the watermelon rounds and grill until the watermelon has softened and acquired grill marks, about 2 minutes per side.
Remove the watermelon to a plate and drizzle with 1/2 cup of the lime yogurt. Sprinkle with the pistachios and mint. Slice into wedges and serve immediately.