Heat oven to 450 F or 425 F convection with the rack in the middle.
Whisk together the coconut milk, tandoori spice, salt, and lemon juice in a 2-cup measuring cup.
Use a pastry brush to evenly spread the avocado oil over the bottom of a rimmed baking sheet. (You can skip this part and line your pan with parchment paper or foil—your resulting dinner won’t brown as much, but clean-up will be a breeze.)
Place the cauliflower and onions in a large bowl and pour in half of the tandoori marinade. Toss well to coat.
Shake off the excess marinade and arrange the cauliflower and onions on the greased baking sheet.
Add the chicken thighs to the bowl and pour in the remaining marinade. Toss well to coat evenly with the tandoori marinade.
Arrange the thighs in a single layer on the sheet pan with the cauliflower.
Pop the sheet pan dinner in the oven and roast for 25 to 35 minutes, flipping the cauliflower and rotating the tray 180° at the halfway point.
The sheet pan dinner is done when the cauliflower is tender and browned and the chicken is cooked through (a meat thermometer should read 165°F in the thickest part of the thigh or 150°F if using chicken breasts).
Sprinkle on the minced cilantro and serve with lemon wedges. Dig in!