Heat a frying pan and place the pecans on it. Toast for 2-3 minutes until lightly browned, set aside.
Preheat the oven to 325°F. Halve the peaches and remove the pits, then place them cut side up in a medium baking dish. Bake for 10 minutes.
Remove from the oven and pour honey and butter over peaches, spreading evenly. Bake until peaches are soft but not out of shape, about 20 minutes. Remove from the oven and cool slightly before serving.
Transfer to serving plates along with the baking honey sauce. Sprinkle with toasted pecans and serve with yogurt.