Heat oil in a frying pan over medium-high heat. Add okra. Sauté, stirring occasionally, for 6-8 minutes or until okra is tender and changes color.
Dahi Bindhi:
Heat 1 tablespoon oil in a frying pan over medium-high heat. Add cumin seeds. Allow to splutter. Add chopped onions. Sauté, stirring occasionally, for 2-3 minutes or until soft and translucent.
Add ginger and garlic. Sauté, stirring occasionally, for 2-3 minutes or until aromatic. Add tomato paste. Fry for a minute or until oil appears. Add ground turmeric, ground coriander, red chili powder and garam masala. Sauté, stirring, for 1 minute.
Add fried okra. Season with salt. Stir to combine. Reduce heat to low. Stir in yogurt. Add dried fenugreek leaves. Simmer, stirring constantly, for 4-5 minutes or until the sauce starts thicken.