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Stir together the corn kernels and peppers.
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Place a large cast-iron skillet over medium-high heat until hot. Add half of corn mixture and stir.
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Cook until the vegetables begin to char. Transfer mixture to a medium saucepan.
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Add remaining corn mixture to skillet; cook, stirring constantly, until vegetables begin to char. Stir in cumin and coriander and cook until fragrant.
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Now add 1 cup broth to corn mixture in saucepan, and process with a handheld blender until smooth.
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Add in the remaining corn mixture and 1- 2 Cups of broth to saucepan; bring to a slow simmer over medium heat. Add salt and cayenne and let it simmer for at least 5 minutes.
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Whisk the yogurt and add it in. Be sure to first temper the yogurt a bit by placing it in a heat proof dish and adding some hot soup to it and mix. This will make the yogurt less like to split when added to the soup. Alternately, add the sour cream or yogurt on top when serving.
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Add cornstarch to some water and add the mixture to soup. Simmer, stirring occasionally, 2-3 minutes or until thickened.