In paneer tikka masala what makes the gravy so thick and smooth is the use of soaked cashew nuts and thick fresh cream. It is advised to marinate panner and other vegetables at least 5 hours before you start cooking paneer tikka masala. You can always refrigerate the marination if need be. For smoked flavor, we need a burnt charcoal that we will put over the tikkas once they are off the pan. So now let's learn how to make paneer tikka masala.