Preheat the oven to 200°C.
Cut the ends of the cucumber, then cut it in half lengthwise and scrape the seeds out.
Cut the flesh into half centimetre slices. Put them on a baking sheet in a single layer. Pour over the oil, season with a little salt, then roast for 15 minutes until light brown. Transfer them to a serving dish.
Mix the yogurt with the garlic, herbs and enough lemon juice to get a runny sauce. Drain the capers and add to the cucumber..
Pour the yoghurt mixture over the cucumber, toss well. Season to taste.