For the marinade: In a large bowl, mix together the marinade ingredients. Add the chicken and toss to coat. Marinate at least 30 minutes, or in the refrigerator up to overnight.
When you're ready to make the curry, warm the sauce in a large skillet over medium heat.
Meanwhile, fire up your grill. When it is nice and hot, lightly brush it with oil. Place the chicken on the grill, shaking off some of the excess marinade. Cook until it's charred, about 2 minutes on each side. (Don't worry that the chicken will still be a little uncooked, it finishes cooking in the sauce).
When chicken is ready, bring sauce to a boil. Add the chicken, take the heat down to a simmer and cook for about 10 minutes. Garnish with minced fresh cilantro, and serve over rice, with naan, or a crusty piece of bread!