Combine chicken thighs, turmeric, cumin, chile powder, and salt in a large bowl; mix until thoroughly coated. Cover with plastic wrap and let marinate in the refrigerator, about 15 minutes.
Heat oil in a large skillet over medium heat. Add onion, chile peppers, split pigeon peas, and fenugreek seeds; cook and stir until fragrant, about 3 minutes. Add chicken; cook until browned, about 5 minutes per side. Reduce heat and stir in water. Scrape up browned bits from the bottom of the skillet and simmer until flavors combine, about 7 minutes.