Preheat the oven to 400°F.
On a baking sheet, toss the paneer with the olive oil to coat. Roast for 8-10 minutes, until beginning to brown.
Place the rice, coconut milk, turmeric, 1 cup of water and a pinch of salt in a small saucepan. Bring to a simmer, reduce the heat to low, cover and cook until the grains are tender, about 20 minutes. Turn off the heat and stir in the cilantro, lime zest, and fried shallots.
Cook the lentils according to package instructions.
In a large pot, melt the butter over medium-low heat. Sauté the onions, garlic and ginger until softened, about 5 minutes.
Add the curry paste, tomato purée, water, salt and pepper and bring to a simmer for 10 minutes. Turn off the heat and fold in lentils and paneer. Adjust seasoning.
Combine all of the cucumber yogurt ingredients in a bowl.
To serve, divide the rice between bowls. Top with paneer-lentil stew, cucumber yogurt and cilantro. Serve with naan on the side.