Mix the onion, chilli, ginger and garlic together in a shallow china dish. Add the yogurt, curry paste and coriander and mix together.
Add the cubed chicken to the yogurt mixture, mix to coat, cover with clingfilm and chill for at least 2 hours.
Make the raita. Cut the core away from the fennel and finely chop the remainder, including any green tops. Mix the fennel with the yogurt and coriander and season with salt and pepper. Spoon the raita into a serving dish, cover with clingfilm and chill until needed.
Thread the chicken on to 12 skewers and place them on a foil-lined grill rack. Cook under a preheated grill for 8–10 minutes, turning once, until browned and the chicken is cooked through. Transfer to serving plates lined with a little shredded lettuce and serve with spoonfuls of the raita.