Spoon yogurt onto several layers of heavy-duty paper towels; spread to 1/2-inch thickness. Cover with additional paper towels; let stand 5 minutes. Scrape drained yogurt into a bowl using a rubber spatula. Stir in chopped cilantro. Cover and refrigerate.
Heat oil in a large nonstick skillet over medium-high heat. Add garlic; sauté for 1 minute. Add shrimp; sprinkle shrimp with garam masala, salt, and pepper. Cook 6 minutes or until shrimp are done. Serve with yogurt sauce.