For the chicken: Cut the chicken tenders into 2-inch pieces and put in a large container. Whisk together the yogurt, curry powder, hot sauce, garlic, shallot, ginger and some salt in a small bowl. Pour over the chicken, cover and marinate, refrigerated, for 1 to 2 hours.
Meanwhile, soak the wooden skewers in water.
When ready to cook the chicken, heat a grill pan over medium heat.
Remove the chicken from the marinade and thread 2 pieces onto each skewer. Grill the chicken until cooked through with nice grill marks, 3 to 4 minutes per side. Let cool. Cover and refrigerate.
For the peanut sauce: In a small pot, heat the oil. Cook the curry powder, garlic, shallot and ginger until the aromatics are soft. Scrape this into a blender and add the peanut butter, coconut milk, soy sauce, brown sugar, hot chili oil, lime juice and a pinch of salt. Blend, adding the hot water a little at a time to thin it and make it smooth. Transfer to a bowl, cover and refrigerate.
To serve, put a bowl or ramekin of the peanut sauce in the center of a round serving plate. Arrange the skewers in a circular pattern around the bowl with the meat facing toward the center. Sprinkle with the cilantro.