Wash the chicken pieces and pat them dry with a paper towel.
Make a couple of deep diagonal slits across the thickest part of each piece with a sharp knife.
Steep the saffron thread in hot water for 15 minutes.
Combine the steeped saffron threads and water with the salt and lemon juice and rub well into the chicken pieces, particularly into the cuts.
Leave to marinate for 1 hour. Drain the liquid off from time to time and pour over the chicken pieces.
Blend the onion, ginger, garlic and water in a food processor until smooth. Set aside.
Dry-roast the coriander and cumin seeds in a small frying pan and then grind them in a spice-mill or coffee-grinder.
Add the freshly ground spices to the yoghurt, along with the blended paste, the white pepper, garam masala, chili powder, and the nutmeg. Mix well to combine.
Coat the chicken pieces with the marinade. Marinade for 4-6 hours or overnight, covered, in refrigerator.
When the marination is complete, evenly apply the melted ghee to the chicken pieces.
Grill the chicken on high until done.
Alternatively, you could pre-heat an oven to 400°F, then arrange the chicken in a single layer on a rack in a shallow baking tray. Bake for 15 minutes. Brush with the melted ghee and bake for a further 10 minutes. Ideally, you should cook the chicken in a Tandoor oven, but very few people outside of India own these.