Heat oil in a large saucepan over medium-high heat. Add onions. Sauté, stirring occasionally, for 2-3 minutes or until browned.
Add garlic, ginger and green chilies (if using). Sauté, stirring, for one minute or until fragrant.
Add ground turmeric, ground cumin, ground coriander, garam masala and red chili powder. Sauté, stirring, for one minute or until aromatic.
Add tomato paste. Sauté, stirring, for few seconds.
Add vegetable broth (stock), water and red lentils. Bring to a boil. Reduce heat and simmer for 15-20 minutes or until the lentils are cooked and mushy. Season with salt and pepper.
Add coconut milk. Stir to combine. Heat through. Check the seasoning and add more salt if needed.
Garnish with coriander (cilantro) leaves and yogurt. Serve with rice, roti or naan.