Heat grill pan over medium-high heat, brush with olive oil.
Place Nibblers on grill pan, rotate to cook evenly, allowing a bit of char on each side.
In a bowl, combine yogurt, mayonnaise, garlic, lime zest, chili powder, cayenne pepper, salt, and pepper. Fold together to combine.
Spoon this mixture over the warm Nibblers.
Garnish with Cotija cheese, cilantro, and lime juice.