Heat oil in a large skillet over medium- high heat. In a small bowl, combine garam masala, cumin, paprika, salt, cayenne pepper and pepper. Rub spice mixture on the outside of chicken thighs until completely coated.
Place chicken in the preheated skillet and cook for 3 minutes on each side, or until browned. Transfer chicken to a slow cooker sprayed with nonstick cooking spray.
Add diced onion, garlic and ginger paste to the same skillet and sauté for a few minutes, or until onion is tender, then add to the slow cooker. Add water to the skillet and stir to remove browned bits from the bottom of the pan and pour water into the slow cooker.
Pour tomato sauce over the chicken and gently stir to combine. Cover and cook on low for 6 hours or high for 3 hours.
When done cooking, add milk to the slow cooker and stir to combine. Shred chicken and serve garnished with fresh cilantro.