Indian is one of my few indulgences - gosh, I could always eat it.
Me, I am a sucker for butter chicken (or paneer makhani), which is the very definition of a high-calorie sauce fest.

Also love palak paneer (aka saag paneer), which again, isn't the healthiest choice... but may be the most delicious!
Your big calorie hits come from those sauces, especially ones like the above that have cream added, and from carbs (naan and rice, mainly - though there are always fried app options like pakora too).
I choose to limit the damage of my indulgences by being strict on the carbs. No naan for me, and as little rice as I can. You could also make better entree choices - all-veggie, no cream ones like eggplant bharta might be good. Tandoori is always a fantastic choice - good protein, no calorific sauce.