In a medium bowl, combine the yogurt, olive oil, and lemon juice, stirring until smooth. Add the lemon zest, minced garlic, and ginger paste, mixing well to distribute evenly. Stir in the cumin, coriander, paprika, cayenne pepper, and cinnamon, ensuring the spices are fully incorporated and no clumps remain. Season with salt and black pepper, then fold in the chopped cilantro. I like using Fage yogurt here because its thickness creates a coating that really adheres to the chicken rather than sliding off during cooking.

Pat the chicken thighs dry with paper towels and trim any excess fat. Place the chicken in a large resealable bag or shallow container, then pour the yogurt marinade over it, making sure each piece is well coated on all sides. Seal the bag or cover the container, then refrigerate for at least 2 hours, or up to 24 hours for deeper flavor development. The longer marination time allows the yogurt's lactic acid and spices to tenderize the chicken while infusing it with flavor.

Remove the chicken from the refrigerator 15 minutes before grilling to bring it closer to room temperature, which ensures more even cooking. Preheat your grill to 425°F and lightly oil the grates with a high-heat oil to prevent sticking. Once ready, carefully place the marinated chicken thighs on the grill and cook for 5-7 minutes on the first side without moving them, allowing a nice char to develop. Flip each piece and cook for another 5-7 minutes on the second side until the internal temperature reaches 165°F when measured with a meat thermometer at the thickest part. I find that letting chicken rest undisturbed for the first few minutes creates better caramelization than constantly moving it around.