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Cut a shallow slit lengthwise down the center of each chicken breast. Place them in a shallow dish and season them with the kosher salt and black pepper. Sprinkle them with the fresh lemon juice.
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Refrigerate the dish for about 30 minutes.
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Whisk together the yogurt, chopped onion, garlic, ginger, garam masala, turmeric, paprika and cayenne until the mixture is smooth. Spread the yogurt mixture on both sides of the prepared chicken breasts, making sure they are evenly coated.
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Cover the dish and marinate the chicken for at least 6 hours - overnight is best.
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Light a charcoal barbeque or heat a gas grill for medium high heat. Lightly oil the grate.
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Remove the chicken from the marinade and wipe off the excess.
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Grill the chicken for 6 to 8 minutes per side, or until there is no pink in the center of the breast.