If you want a thicker paneer masala curry, try adding cashew or almond paste, or a few spoonfuls of cooked and mashed potatoes. Gram flour (besan) or makki ka atta (maize flour) can be also be added. Note that the adding these ingredients will bring a change to the taste and flavor of the paneer curry. You can also let it continue cooking with the lid off to evaporate some of the excess moisture, with no major changes to the flavor profile. But don't cook after adding paneer as then it will become hard or chewy.