Trim any excess fat from the lamb. Allow to stand at room temperature for 20 to 30 minutes before grilling. In a small bowl, mix the garam masala, salt, pepper, and oil to form a thin paste. Spread the paste over the meat. Loosely cover the bones with aluminum foil to keep them from burning. Grill the lamb over Direct Medium heat until cooked to desired doneness, 20 to 30 minutes for medium-rare, turning once [watch for flare-ups]. Remove from the grill and let rest for 5 minutes before cutting into chops. Meanwhile reheat the sauce. Serve the lamb warm with the sauce.