For white sauce:
To make the marinade, combine the yogurt, olive oil, onion, garlic, curry, turmeric powder, cilantro, lemon juice, lemon zest, salt and pepper in a bowl. Add the chicken pieces and combine well. Refrigerate for 30 minutes.
Preheat oven to 390 degrees F. Add the mushrooms and celery and stir gently. Place the chicken mixture and its marinade in an 11x8-inch baking dish or larger dish.
Bake in the oven until chicken is fully cooked through, about 55-60 minutes (cooking time depends on size of the pieces), stirring at halftime.
While the casserole is baking, prepare the white sauce. Dissolve flour in cold milk. Set aside. Melt the butter in a saucepan over low heat. Add the dissolved flour into the melted butter. Stir constantly until mixed and all the lumps are gone, about 2 minutes. Add salt and pepper to taste. Continue cooking over low heat until sauce begins to thicken, stirring constantly.
Pour the white sauce over the yogurt chicken casserole and garnish with cilantro.