Preheat oven to 400°F (200°C) and line a baking sheet with aluminum foil, spray with cooking spray; set aside.

To a large bowl, add the ground chicken, egg, panko breadcrumbs, salt, pepper. Using clean hands or a rubber spatula, mix gently until the mixture is uniformly combined. Do not overmix or the meatballs will be tougher.

Using a 1 to 2-tablespoon medium cookie scoop, form approximately 16 to 18 meatballs, or as desired.

Place the meatballs evenly spaced on the prepared baking sheet and bake for about 20 minutes, or until lightly crisped on the outside. While the meatballs are baking, move on to making the sauce.

To a large high-sided skillet, add the olive oil and onion. Sauté over medium-high heat for about 5 minutes, stirring frequently to ensure even cooking.

Add the garlic and cook for 1 minute, stirring nearly constantly.

Add the garam masala, curry powder, turmeric, salt, pepper, optional cayenne, coconut milk, water, and tomato paste. Whisk to combine.

Bring the sauce mixture to a boil, then reduce the heat to low or medium-low, and allow the sauce to gently simmer for about 20 minutes. Do not rush the simmer time; it helps the flavors develop, concentrates the sauce, and cooks off the raw tomato paste flavor. If you want a greater volume of sauce, add 1.5 cans of coconut milk and/or more water.

Add the Greek yogurt and butter, and whisk constantly until the butter has melted. Use a thick plain Greek yogurt, not regular or sweetened yogurt.

Taste the sauce and check for seasoning balance. Adjust garam masala, curry powder, cayenne, or salt as desired. If it tastes at all boring or flat, it likely needs more salt. If you want a greater volume of sauce or if it's too thick, you can add more liquid now.

After the sauce flavor and volume are to your liking, add the baked meatballs to it, stir to combine and coat evenly, garnish with fresh cilantro as desired, and serve immediately over rice, naan, or as desired.