In a pot, combine the rice with 1½ cups salted water. Bring to a boil, reduce to a simmer, cover and cook until the rice is tender and the water is absorbed, 18 to 20 minutes. Remove from the heat, stir in the coconut milk, re-cover, and let stand until ready to serve. While the rice cooks, prepare the vindaloo.

• Remove the stems from the okra; cut the pods in half on a bias.
• Peel and thinly slice the shallots.
• Finely chop enough garlic to measure 1½ teaspoons.
• Core and cut the tomatoes into 1-inch pieces.

In a pan over medium heat, warm 2 tablespoons oil until hot but not smoking. Add the okra, shallots, garlic, vindaloo curry powder, and as much urfa biber as you like. Season with salt and cook, stirring a few times, until fragrant and the okra is beginning to brown, 5 to 6 minutes. While the okra cooks, prep the paneer.

• Cut the paneer into ½-inch cubes.
• Cut the lime into wedges.

Stir the tomato paste into the okra mixture and cook until lightly toasted, 1 to 2 minutes. Add the tomatoes and 1 cup water. Bring to a boil, reduce to a simmer, and cook until the tomatoes begin to soften and the okra is tender, 8 to 10 minutes. Fold in the paneer, season to taste with salt, and cook until the sauce is slightly thickened and the paneer is warmed through, 4 to 5 minutes.

Transfer the vindaloo to serving bowls and serve with the rice. Garnish with cashews and serve with the lime wedges on the side.