Preheat the oven to 400 degrees F.
Put the yogurt, Tandoori Masala, salt and squeezed lime juice into a large dish. Add the paneer pieces to this and rub the marinade into the paneer until it is completely covered. Place the paneer onto an oiled baking sheet. Place it in the oven and bake it for 35 to 40 minutes. Serve with lime wedges.
Alternate Options: Paneer can be replaced with Tofu or vegetables like broccoli, potatoes, mushrooms, baby corn etc.