Preheat oven to 350°F and place rack on the center shelf. Grease a 13- x 9-inch baking dish with butter and set aside.
Melt olive oil in a large frying pan over medium heat. Add onion and garlic, and season with salt and pepper. Cook, stirring occasionally, until onions are tender but not browned, about 7 minutes.
Add yogurt (or sour cream), jalapeño, rice, and cheddar cheese to a bowl and fold in cooked onions.
Transfer rice mixture into greased casserole dish, spreading evenly. Sprinkle with Parmigiano-Reggiano and bake for 20 minutes.