In a large bowl, whisk together the yogurt, olive oil, lemon juice, grated ginger, minced garlic, garam masala, Kashmiri chili powder, cayenne (if using), turmeric, cumin, paprika, ground coriander, and salt until smooth.
Add the chicken drumsticks to the marinade and toss to coat thoroughly. Cover and refrigerate for at least 4 hours, or overnight for best flavor.
Preheat the oven to 350°F (175°C). Line a baking sheet with foil and set a wire rack on top.
Arrange the marinated drumsticks on the rack in a single layer, reserving any excess marinade.
Bake at 350°F for 20 minutes, then use tongs to baste the drumsticks with some reserved marinade 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 is cooked through and lightly charred in spots.
Remove from the oven and let rest for 5 minutes. Garnish with chopped fresh cilantro and serve.