Prepare the curry marinade: To a small pot, add the chiles and enough water to cover by an inch; then bring to a boil over high heat. Remove from heat, cover, and set aside to rehydrate until softened, about 15 minutes. Drain, discarding the water. When cool enough to handle, remove and discard the chiles’ seeds and stringy membranes, then thinly slice and set aside in a colander in the sink to drip-dry for 15 minutes more.
In a wok over medium heat, dry roast the fennel seeds, stirring frequently, until toasted and fragrant, around 3 minutes. Remove and set aside. Add the fenugreek, dry roast until toasted and fragrant, around 2 minutes. Remove and set aside. Finally, add the reserved chiles and dry roast until toasted and fragrant, about 10 minutes. Remove and set aside.
Using a mortar and pestle, pound and grind the lemongrass, galangal, ginger, and salt to a coarse paste. Add the garlic and shallots and continue grinding to a coarse paste. Add the shrimp paste and reserved toasted spices and chiles, and continue pounding and grinding to a fine paste. (Alternatively, if using a food processor or blender, combine all the ingredients and blend to a fine paste.)
To a wok or medium pot over medium-high heat, add the coconut oil and the curry paste. Cook, stirring frequently, until fragrant, about 1 minute. Add ½ cup of the coconut milk and the dried asam fruit or tamarind paste, stirring continuously to combine. When the mixture is reduced and almost dry (about 5 minutes) stir in another ½ cup coconut milk. Repeat this process, using up a total of 2 cups of the coconut milk, until the mixture has the consistency of a rich, saucey curry. Remove from heat, remove and discard the dried asam fruit (or the tamarind seeds and/or stems), and set aside to cool. Measure ¼ cup of the marinade and set aside for serving.
Preheat the grill to cook over medium heat and position the grate about 3 inches above the coals or gas flame.
Prepare the chicken: Remove and discard the bones from the chicken thighs. In a large bowl, combine the chicken, turmeric powder, salt, 1 cup of the curry marinade and the remaining ¼ cup coconut milk; set aside to marinate for 30 minutes.
When the grill is hot, add the chicken and cook until seared and fragrant on one side, about 5 minutes, then flip. Using a brush, apply some of the remaining marinade. Repeat this process, flipping and applying new layers of marinade, until each skewer has several layers of slightly reduced, slightly charred paste, and the chicken is cooked through but still tender, a total of around 15 minutes.
Once cooked, transfer to a serving platter and drizzle with the reserved ¼ cup of marinade. Serve warm or at room temperature, with long-grained or sticky rice, if desired.
