Preheat the oven to 350 degrees F. Grease an 8 x 5-inch or 9 x 5-inch loaf pan. (Note I used the latter and it's just a bit thinner of a pound cake. Both will work just fine.) Line the bottom with parchment paper. Grease and flour the pan.
In a medium bowl, whisk together the flour, baking powder, and salt. In another medium-sized bowl, whisk together the yogurt, white sugar, brown sugar, eggs and lemon zest. Slowly whisk the dry ingredients into the wet ingredients. With a rubber spatula, fold the olive oil into the batter, making sure it’s completely incorporated. Pour the batter into the prepared pan and bake for about 40-45 minutes, or until a cake tester placed in the center of the loaf comes out clean.
Meanwhile, let's candy the lemon slices! To a medium saucepan, fill it with water and bring it to a simmer. When the water is rapidly simmering, add the lemon slices and allow to cook for 1 minute. Carefully remove the slices with a pair of tongs and transfer to a cutting board to drain. To the same saucepan, dump out the old water and add 1 cup of water and 1 cup of sugar. Bring mixture to a rapid simmer; add the lemon slices in one layer (none of the lemon slices should be overlapping). Simmer the lemon slices for about 45 minutes to 1 hour. You'll notice the water/sugar mixture will reduce by a lot and the lemons will become translucent. Remove the lemons from the mixture and transfer to a cooling rack or a parchment-lined baking sheet.
To make the glaze, sift the powdered sugar into a medium bowl. Whisk in two tablespoons of milk and mix until smooth.
Pour the glaze atop the cake and garnish with candied lemons.