Preheat the oven to 450°F (230°C) and line a baking sheet with parchment paper.
In a mixing bowl, combine the ground turkey or chicken, egg, panko, and a pinch each of kosher salt and black pepper; mix gently until just combined.
Coat your hands with a little olive oil and roll the mixture into tablespoon-sized meatballs (about 15–20). Place them on the prepared baking sheet.
Bake the meatballs for 15 minutes, until cooked through and lightly browned; set aside.
While the meatballs bake, heat 2 tablespoons olive oil in a large skillet over medium heat. Add the chopped onion and cook until softened and fragrant, about 5 minutes.
Add the minced garlic and grated ginger to the skillet and cook another 1–2 minutes until aromatic; season with salt and pepper.
Stir in the garam masala, curry powder, turmeric, and cayenne and cook for about 1 minute until fragrant.
Add the tomato paste, coconut milk, and 1/2 cup water to the skillet; stir to combine and bring the sauce to a boil. Reduce heat and simmer about 5 minutes until the sauce thickens slightly.
Stir in the Greek yogurt and butter until smooth, then add the baked meatballs to the sauce. Simmer, stirring occasionally, about 3–5 minutes until heated through and the sauce is glossy.
Remove from heat and stir in the chopped cilantro. Serve the meatballs and sauce over steamed rice with naan.