These are all very similar paneer curries. Here are the small differences: Paneer Butter Masala and Paneer Makhani are essentially the same, with Paneer cheese cooked in a creamy curry sauce made of butter (makhan), tomatoes, cashews, cream, chili powder and garam masala. Paneer Tikka Masala has a similar gravy, that's a bit less sweet, but the paneer is marinated, put on a skewer and grilled (in a tandoor or home oven) before being added to the sauce. Shahi Paneer can have saffron, nuts and dried fruit added to the curry gravy and is sometimes made with oil instead of the butter that's found in the Paneer Butter Masala and Paneer Makhani.