Heat the oil in a large skillet and then add the onion. Cook for 4 minutes, stirring regularly and then add the coriander, turmeric, and salt, to taste and continue to cook for 1 minute. Reduce the heat to medium, add the tomatoes and cook for 2 minutes. Stir in the okra and cook until it's tender, about 12 minutes.
Stir in the paneer and cilantro and heat through.
To make the paneer:
Bring the milk to a boil in a large pot. Add the vinegar, and stir until the mixture separates into solids and liquid. Drain the mixture through cheesecloth set in a large mesh sieve over a bowl. Wrap the ends of the cheesecloth around the curd and put a heavy weight on it such as a cookie jar or rice container. Place the mixture in the refrigerator. Let the water drain completely for at least one hour, or overnight for a firmer paneer.
Remove the paneer from the cheesecloth, and use the paneer immediately, or refrigerate in a covered container for up to 5 days.