Whisk yogurt, lemon juice, onion, garlic, ginger, garam masala, paprika, cumin, turmeric, and cayenne pepper together in a bowl until combined.

Toss lamb and salt into marinade; mix until lamb pieces are coated evenly. Cover mixture with plastic wrap and refrigerate overnight, or at least 4 hours.

Skewer lamb pieces so they barely touch. Wipe off excess marinade with a paper towel. Brush with vegetable oil and sprinkle with salt.

Preheat grill for medium heat and lightly oil the grate.

Grill skewers on medium heat until lamb springs back to the touch, about 5 to 7 minutes on each side.

Garnish with red onions, lemon wedges, and chopped cilantro as desired.