Heat the mustard oil in a pan.
Add the fenugreek seeds and stir-fry for 1 minute, or until they start to crackle.
Add the mustard seeds, kalonji and fennel seeds and stir-fry for a further 2 minutes.
Remove from the heat and set aside to cool.
Whisk the hung yoghurt in a bowl.
Then add the ginger, garlic paste, cooled mustard seed mixture, chili powder, turmeric and mango pickle.
Season with salt and mix well.
Add the paneer cubes to the mixture and mix until the paneer is coated.
Allow to marinate in the refrigerator for 2-3 hours.
Prepare a tandoor or charcoal grill for a moderate heat, or alternatively preheat the grill (broiler) to medium.
Thread the marinated paneer on to several metal skewers leaving a 2.5cm / 1 inch gap between each of them.
Roast in a moderately hot tandoor, over a charcoal grill or under the hot grill for 6-8 minutes, or until the paneer is cooked.