In medium bowl, whisk together yogurt, garlic, ginger, paprika, garam masala, turmeric, coriander, cayenne, and lemon juice. Add chicken, turn to coat and let sit 20 minutes (and up to 4 hours).
Coat air fryer basket with oil. Remove chicken from marinade, season with ½ teaspoon salt, and arrange, skin side up, in basket. Air-fry at 400°F for 12 minutes.
Toss onions with oil and ¼ teaspoon each salt and pepper and scatter around chicken pieces. Air-fry until chicken is cooked through and onions are golden brown and tender, 8 to 12 minutes more.
Transfer to platter along with lemon wedges and sprinkle with cilantro if desired.
