Combine cilantro and next 11 ingredients in a the container of a blender or food processor. Blend until well-combined. Place chicken pieces in a gallon-size zip-lock bag; pour cilantro mixture over chicken. Massage to combine and coat chicken; chill for 4 hours or overnight.
Meanwhile, combine yogurt, cumin, turmeric, garam marsala and salt. Cover and chill until ready to serve.
Heat grill. Skewer chicken pieces onto wooden skewers; discard marinade. Grill 5-6 minutes on each side or until cooked through.
Serve chicken with yogurt sauce.