I generally associate the phrase "chili jam" (also known as chili paste) with store-bought sauces, like this one.
It wouldn't surprise me if they were using a very similar ready-made sauce - perhaps they get it from a distributor or perhaps they even make it themselves in large quantities and store it, but I doubt that they make it from scratch for every meal - few Asian restaurants do.
If the dish you were served doesn't contain ground beef or any of the things you'd traditionally associate with American chili (other than the thick consistency) then this might be as simple as whipping up a stir-fry using a store-bought chili paste. If it's too thick, add a little soy sauce. If you want more tanginess, add some lime juice. If you want more sweetness, add brown sugar. And if it still seems to be missing that certain je ne sais quoi, you might need Thai fish sauce, which you find in almost every Thai dish.
I hope that helps. If it doesn't get you where you want then feel free to report back and explain how it turned out differently from what you expected - one of us can surely take it from there.
Even though it isn't really milk (in the dairy sense), coconut milk still naturally separates into a thick cream and thinner liquid like regular milk. As such, when working with coconut milk you should still follow the same procedures you would to make a milk-based cream sauce.
The number one rule when making any creamy sauce is: DON'T LET IT BOIL! Boiling will guarantee that your creamy sauce (including sauces made with coconut milk) will break in some form or fashion. At most, you should cook these at a bare simmer.
Other than that, there are some techniques you can use to keep your curry smooth.
You could use an emulsifier like honey (common in vinaigrettes, where it is used to make sure the oil and vinegar don't separate), added toward the end of cooking.
You could also use a thickening agent, like a cornstarch slurry or a quick roux. Curry paste is also a thickening agent. As a general rule of thumb, when making Thai-style curry I usually cook my vegetables in a little more oil than I think they need, then add the curry paste and sauté that until it has absorbed the oil (along with any dry spices). It will act as a roux for the coconut milk and make sure there are no lumps in the final curry.
Lastly, cooking the curry uncovered at a simmer, stirring occasionally, will thicken it up nicely and help all the ingredients stay together.
Best Answer
I did a search for Gelbe Curry Paste and found the product in your pic in a result from Amazon.
Based on what I read in a review, you add coconut milk to this curry paste. Therefore I'm hopefully correct that you are toning down the heat and flavors by adding more coconut milk or other milk. So after you tone it down, you want to add flavor back but not add more heat.
The product description lists the ingredients as:
You can add flavor back by adding some of the listed ingredients (to your liking), but not adding more chili. In the US ingredients are listed in order of amount, highest to lowest. While this may or may not be the case here, it may help with deciding which to add more of.
You'll likely have to play around a bit, but hopefully you can get that flavor back.