Add chicken pieces. Brown on all surfaces on medium-high for 6 to 8 minutes.
Reduce to low. Add Kashmiri red chilli powder — fry in oil 30 seconds.
Add fennel powder and dry ginger powder. Stir 1 minute.
Add 1/2 cup water. Bring to a simmer. Cover and cook 15 minutes.
Reduce to very low. Add yogurt in 3 additions stirring continuously.
Simmer gently 6 minutes until yogurt is cooked and creamy.
Add salt and saffron water. Cover and cook on the lowest heat 20 minutes until chicken is completely tender and the yogurt gravy is thick and fragrant.