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 results.
Preheat your oven to 425°F (220°C). Line a baking sheet with aluminum foil and place a wire rack on top. Arrange the marinated chicken pieces on the rack in a single layer. 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 for 5-7 minutes until softened and golden brown.
Stir in the minced garlic and grated ginger, cooking for an additional 1-2 minutes until fragrant.
Pour in the crushed tomatoes and bring to a simmer. Cook for about 10 minutes, allowing the sauce to thicken slightly.
Reduce the heat to low and stir in the heavy cream. Simmer for another 5 minutes, then add the baked chicken pieces to the sauce. Stir well to combine and heat through.
Serve hot, garnished with fresh cilantro, alongside rice or naan bread.