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 on a baking sheet and bake for 20-25 minutes, or until 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 soft 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 simmer for 10 minutes, allowing the sauce to thicken slightly.
Reduce the heat to low and stir in the heavy cream. Cook for another 5 minutes, stirring occasionally.
Once the chicken is done baking, add it to the sauce and stir to combine. Simmer for an additional 5 minutes to meld the flavors.
Serve hot, garnished with fresh cilantro, over rice or with naan bread.