Get an Indian (e-)visa.

TK is likely to deny you boarding at ATH without an Indian visa, and there's a non-zero chance that the transfer desk won't want to help you on arrival. I just had a colleague who was going DAC-DEL-CMB on separate tickets and they refused to issue his boarding pass at the transfer desk. He ended up having to go all the way out through immigration and customs and back in to the checkin counter, which combined with AI having arrived 90 mins late, caused him to miss his flight.