Soak the chickpeas in water overnight. Drain the water, toss the chickpeas back into the pot and fill it with fresh water to at least a couple inches over the top of the chickpeas. Turn on the heat and bring the water to a low boil. Continue boiling the chickpeas, adding additional water to the pot if necessary, until they are tender but still have a bit of give (similar to the elusive "al dente" with pasta). I find this takes about 2 hours.

Preheat oven to 400 degrees. Drain chickpeas, rinse in cool water and spread them out on a towel to dry. (I recommend rubbing them gently with paper towels to remove excess moisture.) Toss chickpeas in oil. Spread chickpeas evenly on a large baking sheet. Bake until chickpeas are golden brown, about 15 minutes, shaking the pan once or twice to insure that they cook evenly. Combine garam masala, sugar, salt and cayenne in a small bowl and gradually sprinkle over chickpeas, tossing to combine (I find that I like to use the full amount of seasoning listed, but you may prefer not to use all of the seasoning mix). Serve immediately, topped with plain yogurt.