Heat the oven to 200°C/400°F. Put the olive oil, chilli powder, curry powder, cumin, ginger and garlic in a large mixing bowl and whisk together. Add the paneer cubes, pepper and onion and toss until coated by the mixture. Tip onto a baking sheet and spread so that everything is in one layer. Put it in the oven and cook for 15-20 minutes.
While the paneer is cooking make the sauce. Put the coriander, chilli, ginger, garlic, cumin, lemon juice and sugar in a mini chopper or blender and blitz until everything is chopped. Add the yoghurt and mix again. Season to taste. Serve the paneer with naan breads and the coriander sauce.
Nutrition information is an estimate and will vary depending on the ingredients used.