Prepare the Marinade: Combine Greek yogurt, olive oil, garlic, lemon juice, garam masala, smoked paprika, turmeric, cumin, coriander, ground ginger, salt, black pepper, and cayenne pepper (if using) in a large bowl. Mix until smooth.
Marinate the Chicken: Add chicken to the marinade, ensuring each piece is well-coated. Cover the bowl and refrigerate for at least 30 minutes, or up to 8 hours for deeper flavor.
Preheat and Grill: Preheat your grill to medium-high heat. Lightly oil the grates to prevent sticking. Place the marinated chicken on the grill and cook for 5-7 minutes per side, or until the internal temperature reaches 165°F and the chicken is charred and cooked through.
Prepare the Dipping Sauce (Optional): In a small bowl, whisk together Greek yogurt, olive oil, apple cider vinegar, honey, salt, and black pepper until smooth. Adjust seasoning to taste.
Serve and Garnish: Transfer the grilled chicken to a serving platter. Garnish with fresh cilantro and serve hot with the yogurt dipping sauce on the side.