In food processor or blender, blitz together the drained cashews, garlic, ginger, gram masala, coriander, cayenne and paprika for a minute or so, producing a thick paste.
Pour in the plant-based yogurt and process for another minute or until the marinade is creamy and well-combined.
Fill a large mixing bowl with the chopped vegetables. Pour the tandoori marinade over all. Give everything a good stir so the vegetables are coated.
Marinate vegetables for 1 hour or more. If you’re going to marinate for longer, cover the bowl and refrigerate.
Remove bowl from fridge and bring vegetables back to room temperature before proceeding.
Preheat oven to 400 degrees. Line two rimmed baking sheets with parchment paper.
Season the vegetables with sea salt and pepper. Spread onto the baking sheets so there’s no crowding. Brush both sheets of vegetables with the coconut oil or other neutral oil.
Roast for 20 to 25 minutes, switching pans on the racks halfway through and stirring occasionally to prevent burning and sticking.
Tandoori vegetables are ready when the vegetables are tender and a little charred at the top.
Garnish with chopped cilantro.