Although mustard seed oil isn’t imperative in this recipe, it does give the marinade a really nice zing. If you’d like to use it, note that the only FDA-approved food-grade mustard oil is manufactured by an Australian company named Yandilla. Kashmiri chili powder has a lovely flavor with a little bite and a bright-red color. If you don’t have any, increase the amount of tandoori masala by 1 teaspoon. It is especially important to use a high-quality paneer when grilling it; otherwise, it can get quite hard and won’t achieve the desired succulent texture. There is absolutely nothing like homemade paneer, but Sach Paneer (available online) and Nanak's Malai Paneer (available at Whole Foods and other markets) are very good, too.