Preheat the oven to 425 degrees F. Cut the potatoes into long wedges about 1-inch thick. Toss the potatoes with the olive oil and Cajun seasoning. Heat an ovenproof large nonstick skillet over medium-high heat and add the potatoes in a single layer. Cook, turning, until browned on all sides, about 15 minutes. Slowly add 1/4 cup water to the skillet and transfer the entire skillet to the oven.
Continue to cook the potatoes, turning once, until the potatoes are tender and the outsides are crisped, about 20 more minutes. Meanwhile, mix the yogurt with the mustard and a pinch salt. Serve the potatoes warm with the mustard dipping sauce.