In a large bowl, whisk the yogurt, lemon juice, ginger, garlic, turmeric, coriander, cumin, garam masala, 1/2 teaspoon salt, and several grinds of black pepper. Add the chicken thighs to the marinade and turn to coat them thoroughly. Cover and refrigerate while you heat the grill.

Prepare a medium gas or charcoal grill fire. If you are using a charcoal grill, spread the hot coals across two-thirds of the bottom grate and leave the remaining portion clear. If you are using gas, turn one of the burners to low to create a cooler zone. Scrub the grill grate with a wire brush and then use a paper towel to wipe it with oil.

Remove the chicken thighs from the marinade and wipe off the excess (don't worry if some remains). Put the chicken, skin side down, directly over the hot part of the grill and grill, covered, until the skin is browned, 3 to 4 minutes (don't leave the grill at this point because flare-ups may occur; if they do, move the chicken away from the flame).

Flip the chicken and grill until well browned on the second side, 3 to 4 minutes. Move the thighs to the cooler part of the grill and continue to grill, covered, until their internal temperature registers 165 degrees F on an instant-read thermometer, 10 to 15 minutes more.