In a large mixing bowl combine the yogurt, tamarind, garlic, canola oil, salt, cayenne and garam masala. Add the chicken and mix well with the marinade. Cover and marinate for a minimum of 4 hours, preferably 8 hours.
Preheat a grill, barbecue or stovetop cast-iron grill to high heat. Grill the breasts 4 minutes on each side, then again 4 minutes on each side. Serve with lemon wedges.