YRF released this behind the scenes Making of Gaurav video for the movie Fan.  I had so many questions after watching the film a second time, and really looking at how different Gaurav is from Shahrukh.  Besides the big cheeks, the eyebrows are different, and he just looked slimmer and smaller over all.

This 14 minute video answered a lot — it was prosthetics and lots of VFX on top.  This is the same special effects makeup artist who worked with Brad Pitt on Benjamin Button.  So he looked up in his work shop and saw a mold of Brad Pitt’s face, and decided to use those unique cheekbones to make Gaurav’s look.  Fascinating!