1Pat the chicken dry with paper towels. Cut 2 or 3 deep slashes into the thick part of each thigh, down to the bone, so the marinade can get in.
2In a large bowl, stir together the yogurt, lemon juice, garlic, ginger, garam masala, cumin, coriander, paprika, turmeric, cayenne, salt and vegetable oil until it forms a thick, brick-red paste.
3Add the chicken and turn it over and over, working the marinade into the slashes. Cover and refrigerate at least 2 hours, or overnight for the deepest flavor.
4Heat the oven to 450°F with a rack in the upper third. Set a wire rack over a foil-lined sheet pan.
5Lift the chicken out of the bowl, letting the excess marinade cling but not drip, and lay the thighs on the rack with space between them.
6Roast 30 to 35 minutes, until the chicken is deeply colored and the thickest part reads 175°F on an instant-read thermometer.
7Switch the oven to broil and cook 2 to 3 minutes more, watching closely, until the edges blister and char in spots.
8Rest the chicken 5 minutes. Serve with the red onion rings, lemon wedges and cilantro leaves for squeezing and scattering.