Prick holes in the chicken pieces with a fork.

Cut diagonal slices 1-inch apart, and 1/2-inch deep into the larger pieces using a knife.

Place the chicken in a baking dish.

In a blender, combine the vegetable oil, chopped white onion, chopped garlic, chopped ginger, and chopped serrano pepper.

Process the ingredients on high speed until you get a paste.

Add the paprika, salt, ground cumin, turmeric, ground coriander, garam masala, and cayenne to the blender.

Process until well blended.

Add the plain yogurt and fresh lemon juice to the blender.

Process to a smooth sauce, scraping down the sides to combine all the ingredients.

Pour the marinade over the chicken.

Turn the chicken to coat evenly, rubbing the marinade into the holes and slits.

Cover tightly with plastic wrap.

Refrigerate for at least 4 hours, and up to 24 hours, turning occasionally.

Preheat a grill to medium-high heat.

Remove the chicken from the marinade.

Place the chicken on the grill and cook for 8 to 10 minutes on the first side.

Turn, baste with leftover marinade if needed, and cook on the second side for 8 to 10 minutes.

Turn and continue cooking, as necessary until the chicken is cooked through, but still tender, about 25 to 30 minutes.

(Alternately, bake in a preheated 425 degrees F oven on a baking sheet for 35 minutes.)