Cut bell pepper in half lengthwise, and discard seeds and membranes. Place pepper halves, skin sides up, on a foil-lined baking sheet; flatten with hand. Broil 15 minutes or until blackened. Place in a zip-top plastic bag; seal. Let stand 10 minutes. Remove peel and discard. Set roasted pepper aside.
Reduce oven temperature to 400°.
Place onion halves, cut sides down, on a baking sheet coated with cooking spray. Remove white papery skin from garlic head (do not peel or separate the cloves). Wrap in foil. Place garlic on baking sheet with onion. Bake at 400° for 15 minutes; turn over onion halves. Bake an additional 15 minutes or until onions are soft and begin to brown. Place onion halves on a plate. Return garlic to oven, and bake an additional 15 minutes. Cool 10 minutes. Separate the cloves; squeeze to extract garlic pulp. Discard skins.
Place roasted pepper, onion, and garlic pulp in a food processor; process until fairly smooth. Add yogurt, cheese, cumin seed, and ground red pepper; process until smooth. Spoon dip into a bowl, and stir in parsley. Cover and chill.
Can be made a day ahead. Serve with chips or crusty breadsticks.