Cut each chicken thigh into about 4 pieces (2″ x 2″ or so). Mix together the chicken pieces with the next three ingredients and set aside to marinate 20 minutes or overnight in the refrigerator.
Preheat the grill on high for the chicken.
Meanwhile, place a skillet over medium high heat. Add the blended tomatoes, garlic, ginger, chili powder, garam masala, fenugreek, and sea salt. Simmer for about 10 minutes.
While the sauce is cooking, grill the chicken over high heat for 3-5 minutes per side. Don’t worry about cooking it through, this step is to add smoky grill flavor.
Pass the sauce through a fine mesh strainer. Return to the skillet, add coconut milk and grilled chicken. Cut a slit lengthwise in each chili and add to the sauce as well. Simmer for a few minutes until thickened and chicken is cooked through.