You can really use any type of oil here (extra virgin olive oil, vegetable, grapeseed, etc.). If you don't want to use the marinade for the sauce (it boils for 10 minutes to cook thoroughly), you can always make a second batch of the marinade and cook it for 5-10 minutes. Also, curry powder really varies depending on brand. My two top favorite brands are the sweet curry powder from Penzey's Spices and the curry powder from Spice Islands (the yellow powder not the red). If the chicken breasts are really thick, I like to cut them in half (like a hamburger bun) to form two thinner chicken cutlets before marinating. This helps the flavor permeate the chicken and also helps the chicken go further. Finally, if you don't have a grill/don't feel like grilling, you could absolutely broil these in the oven or cook them in a hot skillet.