In a large bowl, whisk together the yogurt, olive oil, freshly squeezed lemon juice, grated ginger, minced garlic, garam masala, Kashmiri chili powder, cayenne pepper (if using), turmeric, ground cumin, paprika, ground coriander, and salt until smooth.
Add the chicken drumsticks to the bowl and toss thoroughly to coat each piece in the marinade.
Cover the bowl and refrigerate for at least 4 hours or overnight for best flavor and tenderness.
Preheat the oven to 350°F (175°C). Line a baking sheet with aluminum foil and place a wire rack on top.
Arrange the marinated drumsticks in a single layer on the rack. Bake for 20 minutes, then baste with some of the reserved marinade or pan juices and continue baking for another 10 minutes.
Increase the oven temperature to 450°F (230°C) and bake for an additional 10 minutes, until the chicken has lightly charred spots and is cooked through.
Remove the chicken from the oven and let it rest for 5 minutes, then garnish with chopped fresh cilantro and serve.