Preheat your oven to 200°C (392°F) and line a baking sheet with parchment paper or a silicone mat for easy cleanup.
In a mixing bowl, whisk together the thick Greek yogurt, garam masala, turmeric, chili powder, cumin, lemon juice, and oil until smooth and fragrant.
Gently toss the paneer cubes in the marinade, ensuring each piece is well coated. Let sit for at least 15 minutes to absorb all those spicy flavors.
Thread the marinated paneer cubes onto soaked skewers, leaving small gaps between each piece for even baking and smoky edges.
Arrange the skewers on the prepared baking sheet, spacing them out to allow hot air circulation for even browning.
Bake in the middle rack for about 20–25 minutes, turning the skewers halfway through to promote uniform golden edges and slight charring.
Switch the oven to broil and cook for an additional 3–5 minutes, watching closely to achieve a smoky, slightly charred look without burning.
Remove the skewers from the oven and let rest for a couple of minutes. Garnish with chopped cilantro or mint if desired and serve hot with lemon wedges or chutney.