Place chicken in a large bowl. Add garam masala. Coat chicken with the spice mix. Season with salt and pepper.
Let chicken marinate in the refrigerator for at least 30 minutes, or overnight if time permits.
Preheat oven to 220 C or 430 F and set oven rack to middle position.
Arrange potatoes, onions, carrots, bell peppers (capsicum), garlic, lemon and rosemary in a rimmed baking sheet in a single layer. Season with salt and pepper.
Place chicken atop the vegetables.
Drizzle with olive oil.
Bake until the chicken thighs are browned and register 165 F or 74 C on an instant-read thermometer, about 40-45 minutes.
Measure temperature in the center of the thickest part of the thighs.
Remove from oven and let chicken rest for 5 minutes.
Garnish with coriander (cilantro) leaves and lemon wedges.
Serve with crusty bread, naan or rice.