Mix the yogurt with the curry powder, cilantro, and some salt. Add the shrimp to a bowl, mix with the yogurt, and marinate for 2 hours.
Heat 2 tablespoons of ghee in a pan, and sauté the shrimp over high heat on all sides. Add the remaining marinade, and boil briefly. Sprinkle the shrimp with the chili powder and serve immediately.