Put the chilli powder in a small bowl, add 1 teaspoon of water and mix together. Set aside.
Heat the oil in a kadhai or heavy-based pan over high heat. Reduce the heat, add the asafoetida, and stir-fry for 30 seconds, or until it dissolves. Add the chilli powder mixture and stir briskly for 15 seconds.
Add the wax gourd and fry very lightly for about 1 1/2 minutes.
Add the ground ginger and yoghurt, and stir well. Add the ground fennel, garam masala, and season with salt, then cover and cook, stirring occasionally, for about 15-20 minutes, or until the gourd is tender but still has a little bite.
Serve hot. This dish can be served covered in its sauce or the spicy slices can be enjoyed separately.