If you would like a thicker yogurt sauce, decrease the total amount of water. Go slowly, adding water bit by bit until you achieve the desired thickness.  If you have already mixed up your tahini yogurt sauce, try thickening it by adding a bit more Greek yogurt. If you had to sub in regular, non-Greek yogurt, a little bit of cornstarch or tapioca starch can be added. Follow the same guidelines as with the water. Add the starch bit by bit and assess as you go.