With an electric mixer, beat the heavy cream until stiff peaks form. Fold in yogurt and set aside.
With an electric mixer, beat the cream cheese, sugar, lemon juice and vanilla until smooth. Gently fold in the whipped cream until combined.
Put the cream cheese mixture into a piping bag or large ziplock bag with the end cut off.
Place 1/2 tablespoon of the chopped pecans in the bottom of each small shot glass, pipe in the cream cheese mixture and top each with 3 maple pecan halves. Serve right away.
Notes
To Make Ahead: You can follow steps 2 to 4 and refrigerate until you are ready to assemble.