Add oil to a small saucepan over medium heat. Add the coriander, chili powder, garam masala, paprika, and cumin. Toast until fragrant, about 2 minutes. Cool completely.
In a medium bowl, whisk together the yogurt, lemon juice, garlic, ginger, salt, pepper, and toasted spices. Taste the yogurt and adjust the salt and spice level to your liking.
Place chicken in a 9x13 baking dish. Use a sharp knife to cut 3-4 to the bone slashes in each piece of chicken for whole chicken quarters or 2 per piece if using separate drumsticks and thighs. Cover the chicken in yogurt and toss to coat on each side. Cover with plastic wrap and place in the fridge for at least 6 hours.
Heat a grill, preferably charcoal, to high heat on one side, and indirect on the other. Clean and grease the grates. Remove chicken from marinade and shake off the excess marinade, it should still be coated but not dripping.
Put chicken pieces over the hot side of the grill and sear until lightly charred on each side, about 4-5 minutes. Check the temp using a meat thermometer, the goal is 165 F. If your chicken still needs more time, move it to indirect heat and continue to grill with the lid on—about 20-30 minutes depending on the heat of your grill and how thick your chicken is.
Allow chicken to rest for 10 minutes before serving. Plate with cilantro and red onion slices. Enjoy!