Heat half the oil in a large saucepan over medium-high heat. Saute onion until translucent. Add butter and when it's melted, add lemon juice, garlic, ginger, chili powder, cumin, bay leaf and half the garam masala. Saute for 2 minutes. Add tomato paste and water. Stir to combine and cook for 3 minutes, stirring often. Stir in cream, milk and yogurt. Reduce heat and simmer for 10 minutes, stirring often. Remove from heat and set aside. Place remaining oil in a large, heavy frying pan over medium-high heat. Add chicken and cook until lightly browned. Reduce heat, and season with remaining garam masala, salt, black pepper and cayenne pepper. Add half the sauce and simmer until liquid has reduced and chicken is cooked through (internal temperature of 165F). Add remaining sauce and cook for another 5-10 minutes, or until it's thickened sufficiently. Makes 4 servings.