To make the lemon-dill dip, combine the mayo and Greek yogurt in a small bowl.
Then add the rest of the ingredients and mix well. Chill in the refrigerator until ready to serve.
Preheat oven to 425F. Line a baking sheet with parchment paper.
Set out two shallow bowls. In the first, beat the egg. And in the second bowl, mix together the bread crumbs, Parmesan cheese, cayenne pepper (or red pepper flakes), garlic powder, dried herbs, salt and pepper.
One by one, dip the Portobello slices into the beaten egg and coat well, then transfer to the breadcrumb mixture and coat well again.
Lay the coated mushrooms on the lined baking pan and bake for 10-15 minutes, or until lightly brown and crispy (flip the Portobello slices half way through the baking process).
Serve hot with the chilled lemon-dill dip.