In a large bowl, combine the yogurt, lemon juice, cumin, coriander, garam masala, turmeric, paprika, salt, and black pepper. Add the chicken pieces and mix well to coat. Cover and marinate in the refrigerator for at least 1 hour, or overnight for best flavor.
Preheat your oven to 400°F. Spread the marinated chicken pieces on a baking sheet lined with parchment paper. Bake for 20-25 minutes, or until the chicken is cooked through and slightly charred.
While the chicken is baking, heat the vegetable oil in a large skillet over medium heat. Add the chopped onion and sauté until softened and golden, about 5-7 minutes. Stir in the minced garlic and ginger, cooking for an additional 1-2 minutes until fragrant.
Add the crushed tomatoes to the skillet and bring to a simmer. Cook for about 10 minutes, allowing the sauce to thicken slightly.
Stir in the heavy cream and cooked chicken pieces. Simmer for another 5-10 minutes, allowing the flavors to meld together. Adjust seasoning if necessary.
Serve hot, garnished with fresh cilantro, alongside rice or naan.