In a small bowl, mix together curry powder, paprika, cumin, garlic powder, ¼ tsp pepper, and ¼ tsp salt.
Place chicken thighs in a large Ziplock bag. Pour in 2 Tbsp olive oil and sprinkle curry seasoning mixture over. Marinate chicken for at least 2 hours and up to 1 day.
When ready to bake, pre-heat oven to 400 degrees. Toss cauliflower and red peppers with remaining 2 Tbsp olive oil, oregano, ½ tsp pepper, and ½ tsp salt on a sheet pan.
Bake for 30-40 minutes, until chicken reaches an internal temperature of 165 degrees.
Squeeze lime juice over the top and sprinkle cilantro, if desired.
Serve chicken with naan and yogurt sauce (recipe below).