Preheat your oven to the highest temperature (250 C/ 450 F) .
Skewer the marinated vegetables in bamboo or steel skewers. Place them on a baking tray lined with foil and grill in hot oven for 18-22 minutes. The time varies depending on the behavior of your oven. Go by flavor and charred marks on the veggies.
Reserve the remaining marination if any.
While the veggies are getting done, bring a big pot of water to rolling boil.
Add 4 large tomatoes and 15 cashews. Blanch for 3-4 minutes. Drain and peel the tomatoes.
Take the blanched ingredients in a mixer jar. Blend into a very smooth paste.
Next heat 2 tablespoons oil or butter in a pan. Add 1 bay leaf, 2 cloves and 1/2 teaspoon cumin. Saute very well.
Add cubed onions and saute till they turn a bit soft. Add 1/2 teaspoon minced ginger-garlic or ginger garlic paste. Saute very well.
Add the prepared tomato puree and mix well. Saute well till the tomatoes get cooked and fat releases from the sides. Takes around 6-7 minutes in medium flame.
Next add the remaining marination if available. Else just add 1 cup water. Mix well.
Add required salt, 1/2 teaspoon sugar and a pinch of garam masala powder. There is salt already in marination, so add cautiously.
Mix very well and let the tikka sauce simmer for 6-7 minutes or until it thickens.
Once the sauce is thick, add the grilled veggies and toss quickly. Simmer for 2 minutes.
Add kasuri methi and mix well.
Finally add lemon juice and mix well.
Serve warm with rice or roti.