Soak the urad dal in a bowl of water overnight.
Drain the urad dal, transfer to a blender or food processor, and process it to make a coarse paste. Mix in the chili powder, peppercorns, and coriander seeds, and season with salt. Set aside.
Using your hands, mix the flour and oil together in a large bowl. Slowly add enough water to make a stiff dough. Knead thoroughly and then set aside for 1 hour.
Knead the dough again, then divide it into 12-14 equal-sized portions, roll into balls, then make a slight depression in the centre and fill with a little of the dal paste.
Cover the dal paste completely with the dough and flatten the dough between the palms of your hands.
Roll the bread lightly on a board until it is about 8 cm / 3-inches in diameter. Repeat until all the dough and dal paste are used up.
Heat the oil for shallow-frying in a kadhai or deep, heavy-based pan over high heat, then reduce the heat to low.
Working in batches, shallow-fry the bread for about 2 minutes, or until golden brown, then turn them over and fry the other side until golden brown. Remove with a slotted spoon and drain on kitchen paper (paper towels). Repeat until all the breads are cooked.
These breads can be eaten either hot or cold and are good for school lunches, picnics, or long journeys.