Heat grill or grill pan to medium-high heat. In a bowl, combine garam masala, salt, and pepper. Place lamb chops on a baking sheet or platter, and drizzle with oil; rub chops to coat evenly all over. Sprinkle tops of chops with half the spice mixture, and gently rub onto meat. Turn chops over; repeat with remaining spice mixture.
Grill chops until they reach desired doneness, about 3 minutes per side for medium-rare. Serve immediately, garnished with cilantro.