Mix all of the marinade ingredients together in a bowl and whisk until well combined. Fold in the paneer gently, cover, and place in the refrigerator for a few hours or overnight.
Heat a large skillet over medium high heat and add the oil. Once the oil is hot add the cumin seeds and let them splutter for a few seconds. Add the onions and bell peppers and saute for 4-5 minutes until they are slightly softened and then add the garlic. Saute the garlic for 2-3 minutes until fragrant and then add in the paneer along with all of the marinade. Cook the paneer, stirring gently for about 5-6 minutes until the paneer is soft. Taste for salt, adjust if necessary and then add the cilantro and turn off the heat.
Place all of the ingredients for the Jalapeno Cilantro Sauce in a food processor/mini chopper and blend well until combined.
Spread each of the roti/paratha with a generous spoonful of cilantro jalapeno sauce, add sliced cucumbers down the middle, top with a couple spoonfuls of the paneer filling and then roll up tightly. Cut in half, serve with additional cilantro jalapeno sauce and enjoy!
