Heat oil in a large skillet over MED HIGH heat. Season chicken thighs with salt and pepper, then add to the skillet once hot. Sear chicken 2-3 minutes per side, until very browned. Remove to a cutting board and slice into 1 inch pieces.
Add onion, serrano, tomato paste, garam masala, tumeric, smoked paprika, cumin and sugar to same skillet over MED HIGH heat. Cook 3-4 minutes, until onion is soft and slightly browned at the edges.
Stir in garlic and ginger and cook another 30 seconds or so. Add 1/4 cup of water or chicken broth to scrape up any browned bits in the skillet.
Transfer skillet contents to bottom of slow cooker. Top with diced chicken and tomato sauce, stirring well to combine.
Cover and cook on LOW 3 hours.
After 3 hours, remove 1/2 cup of sauce from the slow cooker and slowly pour it into the yogurt, while whisking quickly. This tempers the yogurt so it doesn't curdle.
Stir all yogurt into the slow cooker and let sit, covered, for 5 minutes. Stir in cilantro and serve.