Soak chana dal in a bowl with enough cold water to cover it. Soak for at least 4-5 hours or overnight.
Heat olive oil in a deep saucepan or casserole pot (2-3 litre capacity) on medium. Add garlic, ginger, onion, fennel seed, mustard seed and coriander seed. Sauté for a few minutes, tossing constantly until onions starts caramelizing.
Add carrot, potato, cauliflower, zucchini and pumpkin. Reduce heat to medium low and cook for approximately 6-8 minutes until vegetables are glazed and turning a shade darker.
Add the soaked chana dal (along with soaking water) to the pot with the vegetables. Mix well.
Add split red lentils, coconut milk, spices, salt and water. Mix well. Increase heat to medium. Cover and simmer for 10 minutes.
Reduce heat to medium-low, cover and simmer for another 15-20 minutes. If starting to thicken rapidly, add half a cup of water, reduce heat slightly and continue simmering until veggies are done and chana dal is cooked but has a firm bite.
Serve hot garnished with freshly chopped coriander leaves and sesame seeds on a bed of steamed rice.
Serve with sliced red onions that have been soaked in cold water (for at least 10 minutes) and drained (this helps make them sweeter) and sliced lime.
Notes
You don't have to add the split red lentils but I find that it makes the base of the dal even more luscious.