Chop the pickles, chop the dill. Mix with the yoghurt and sour cream and season with salt and pepper. If you like, you can add a shot of the pickle water.
I always make a sauce carousel in different colors for fondue / grilling: curry pineapple sauce (dark yellow), egg sauce (yellow), cucumber dill sauce (greenish), gypsy sauce (red), garlic sauce (white), cocktail sauce (orange / pink).