Skin chicken; trim fat from chicken. In each chicken piece, cut 2 or 3 slits, each 1 inch long and ½ inch deep.
In a very large skillet, heat oil over medium-high heat. Add the chicken pieces; cook for 5 to 8 minutes or until chicken is lightly browned, turning occasionally to brown evenly. Using a slotted spoon or tongs, remove chicken from skillet. Cover with foil to keep warm; set aside.
Add onion, garlic, ginger, and cumin to skillet. Reduce heat to medium. Cook for 6 to 8 minutes or until onion is golden brown, stirring frequently.
Add tomato, coriander, black pepper, salt, fennel seeds, turmeric, and, if desired, cayenne pepper. Cook for 2 minutes, stirring occasionally.
Meanwhile, in a small bowl, beat yogurt lightly with a whisk or fork. Add yogurt to tomato mixture, 1 tablespoon at a time, stirring well after each addition. Cook for 2 minutes more, stirring occasionally.
Add chicken pieces and the water to the skillet. Bring to boiling; reduce heat. Stir in the 2 tablespoons cilantro; spoon liquid over chicken to coat. Cover and simmer for 20 to 25 minutes or until chicken is tender and no longer pink (170°F for breast halves; 180°F for thighs and drumsticks).
Transfer chicken to a serving platter. Spoon sauce over chicken. Sprinkle with the lemon juice. Serve with rice or flatbread. If desired, garnish with cilantro sprigs, pass lemon wedges to squeeze over chicken, and serve with desired vegetables.