Remove any skin and visible fat from chicken thighs. Drain on a paper towel-lined plate.

Place chicken thighs into a bowl; pour yogurt over chicken. Add onion, ginger, garlic, chili powder, and turmeric. Rub marinade well into the meat. Cover and refrigerate 8 hours to overnight.

Heat vegetable oil over medium heat in a wok. Add curry leaves and cumin seeds to flavor the oil; cook until seeds pop, 15 to 30 seconds. Add chicken and marinade to the wok and bring to a boil. Reduce heat and let simmer until chicken thighs are no longer pink in the centers, about 30 minutes. Season with salt.