In a small bowl, combine the yogurt, ginger, shallot, garam masala, cumin, mustard powder, and remaining 1 tablespoon lime juice. Heat the remaining 1 tablespoon oil in a small skillet or saucepan over medium heat until hot but not smoking. Remove the pan from the heat, add the cayenne, paprika, and turmeric and swirl to toast the spices. Stir the spice mixture into the yogurt, pour over the chicken, and mix well. Let marinate at room temperature while preparing the grill and making the chutney.