Add the curry powder, garam masala, and cayenne pepper to a dry skillet over medium heat. Toast for 1 to 2 minutes while stirring constantly to prevent burning, then remove from heat.

Place the chopped chicken in a bowl and sprinkle with kosher salt. Add half of the toasted spices and stir to coat the chicken evenly.

Pour the coconut milk over the seasoned chicken and let it sit while you prep the vegetables.

Heat the olive oil in the same skillet over medium high heat. Add the chopped onion, jalapeno, and the remaining toasted spices. Saute for 4 to 6 minutes until the onions are soft and translucent.

Stir in the minced garlic and ginger, cooking for 1 minute until fragrant. Avoid browning the garlic or it will turn bitter.

Pour the chicken and coconut milk mixture into the skillet along with the chicken broth and lemon juice. Bring to a gentle boil, then reduce to a simmer.

Whisk the cornstarch and cold water together in a small bowl until smooth. Stir this slurry into the curry and let it simmer for 5 to 8 minutes until the chicken is cooked through and the sauce has thickened.

Remove from heat and fold in the chopped cilantro before serving hot.