Place the buttermilk, onion, cilantro, tandoori masala powder, coriander, garlic, ginger, chili powder, jalapeno, garam masala, and salt in a blender and blend until smooth. Place the lamb in a large bowl or large ziptop bag, pour in the spice mixture, and massage into the lamb. Cover the bowl or seal the bag and refrigerate at least 1 hour or up to overnight.

Heat the oil in a stovetop pressure cooker over medium heat or using the Sauté function on an electric pressure cooker until shimmering. Add the onions, tomatoes, garlic, ginger, and jalapeño and cook until the onions are softened, about 5 minutes. Add the chili powder, coriander, garam masala, and tandoori masala, and cook until fragrant, about 1 minute.

Remove the lamb from the marinade and wipe the excess off (discard the remaining marinade). Add to the pressure cooker, and cook, stirring occasionally, for 5 minutes. Add the fennel and stir to combine. Add the water and salt and stir to combine.

Lock the lid and make sure the valve is sealed. Bring the stovetop pressure cooker up to pressure and then cook for 30 minutes over medium heat, or set the cook time for 30 minutes at high pressure for an electric pressure cooker.

When the cooking time ends, do not vent the pressure cooker. Allow the pressure to release naturally for 20 minutes; quick release any remaining pressure. Open the lid and stir in the fenugreek leaves if using. Taste and season with more salt or tandoori masala as needed. If desired, let the sauce sit for a few minutes and skim off the grease. Garnish with cilantro and serve over rice.