Cover the eggs in cold water and bring to the boil. Simmer slowly for 10 minutes from the moment that the water reaches the boil, turning the eggs occasionally to make sure the yolk remains central. Cool the eggs under cold running water and shell them carefully. Cut them in half. Mix the mayonnaise and yoghurt together. Arrange the lettuce leaves between the 4 plates and place the eggs, yolk side down on the lettuce, one egg per plate. Spoon the dressing evenly over the 4 eggs and sprinkle with a little cayenne to serve.