Heat the oil for the spice paste in a kadhai or deep, heavy-based frying pan (skillet) over medium heat, add the fenugreek seeds and dried red chillies, and stir-fry for about 1 minute, or until fragrant. Remove from the heat and mix in the coconut, rice, and 2-3 tablespoons of water.
Transfer to a blender and process to make a smooth paste. Transfer to a large bowl, add the yoghurt and jaggery or sugar, then season with salt and whisk together. Set aside.
Bring 250ml / 8fl oz (1 cup) water to the boil in the pan used for frying the spices. Add the ash gourd and turmeric, then reduce the heat and simmer for 5-7 minutes. Remove from the heat, drain the ash gourd and set aside.
Heat the oil for the tempering in the same pan over medium heat. Add all the ingredients for the tempering and stir-fry for 1 minute, or until the seeds start to splutter.
Stir in the yoghurt mixture and ash gourd, then reduce the heat to low and cook for 3 minutes, stirring constantly to prevent curdling.