Can I cook my tandoori chicken in the marinade for a sauce?
Since the original question was edited ...

If the chicken is cooked with the marinade, then yes you  can use it as a sauce.

-----  old answer

Probably not. 

You will need to cook down the yogurt based marinade to remove risk of contamination and I'm not certain how well the marinade will hold when cooked.

I'd try it. 

If it fails, you could just make a fresh batch of "marinade" and use it as a sauce.