In a large bowl, whisk together yogurt, lime juice, garlic, ginger, garam masala, and turmeric and season with salt and cayenne.
Add chicken and toss until fully coated. Let it marinate in the fridge for at-least 2 hours.
When ready to bake, preheat oven to 400º and line a baking sheet with a wire rack. Bake chicken 20 minutes, then flip and bake 20 minutes more. Heat broiler and broil until skin is crispy and serve hot.