1. Heat oven to 425°F (220°C).
2. In a large bowl whisk yogurt, 1 tbsp oil, tomato paste, garam masala, cumin, coriander, turmeric, paprika and salt.
3. Toss cauliflower and onion in the marinade; spread on a lined sheet pan.
4. Toss paneer gently in remaining marinade and place on the pan, keeping pieces spaced. Roast 20–25 minutes, flipping once, until cauliflower is tender and charred at edges and paneer is golden.
5. Pull pan, pour coconut milk over the hot mixture and toss to create a quick pan sauce; return to oven 3–5 minutes to warm through.
6. Serve with cilantro and lemon wedges (and warm naan or rice if you like).