Heat oil in a small frying pan. Add garlic and ginger. Saute till fragrant, about 1 minutes. Add Garam Masala, cumin, and chili powder. Saute for another minute till fragrant. Remove from heat.
Place half of the spice mixture in a bowl big enough to hold the yogurt. Add the yogurt and two tablespoons of the lime juice. Set aside.
Trim the thighs and cut a 1/8 inch deep slice, twice, across each thigh.
Combine the remaining spice mixture with the salt and the remaining lime juice in a bowl big enough to hold all the chicken. Massage the spice mixture into and all around the chicken thighs... Allow to sit for at least a half hour.
Preheat BGE to 500 degrees
Add the yogurt mixture to the chicken and stir to coat each piece.
Place on rack, direct heat.
Turn after about 5 minutes. Cook another 5 minutes or till internal temperature reaches > 150. Serve with nan and lime slices. You want a few dark or charred areas on the chicken.