Begin by marinating the chicken. In a bowl, combine Greek yogurt, lemon juice, garam masala, turmeric, cumin, coriander, and cayenne pepper. Add the chicken pieces and toss to coat evenly. Cover and refrigerate for at least 1 hour, or overnight for deeper flavor.
Heat olive oil in a large skillet over medium heat. Add the marinated chicken and cook until lightly browned, about 5-7 minutes. Remove chicken and set aside.
In the same skillet, add a bit more oil if needed, and sauté the onions until they turn golden brown, about 8 minutes. Add the garlic and ginger, cooking for another 2 minutes.
Stir in the diced tomatoes and coconut milk, bringing the mixture to a gentle simmer. Add the browned chicken back into the skillet. Simmer for 20 minutes, or until the chicken is cooked through and the sauce has thickened. Season with salt to taste.
While the chicken is simmering, prepare the Keto Naan. In a bowl, mix together almond flour, coconut flour, xanthan gum, baking powder, and salt. Stir in the warm water, coconut oil, and egg until a dough forms.
Divide the dough into 4 equal portions and roll each into a ball. Between two pieces of parchment paper, flatten each ball into a naan shape, about 1/4 inch thick.
Heat a non-stick pan over medium heat and cook each naan for 2-3 minutes per side or until golden and puffed up. Keep them warm wrapped in a clean kitchen towel.
Serve the Chicken Tikka Masala hot, garnished with chopped cilantro, alongside the warm Keto Naan.