Cook the lentils with adequate water, till just done.
Tip in the vegetables and salt.
Cover and cook till the vegetables are done. (If you prefer firm lentil in your sambar, you may cook the vegetables along with the lentils in one go.)
Put the chilli powder, turmeric powder, coriander powder and fenugreek powder in a bowl.
Add water to form a paste. This is done to ensure that the powder doesnt burn while sauteing. Keep aside.
Dilute the tamarind paste with water. Keep aside.
Heat oil in a pan.
Add the mustard seeds.
When they start to splutter, add the cumin seeds.
When the cumin starts to splutter, add asafoetida.
Tip in the sliced shallots, curry leaves and dried chillies.
Saute till the shallots turn slightly brown. (You may take a bit of this mixture and keep aside for garnish.)
Add the spice powder paste.
Saute till oil separates.
Add the lentil- vegetable mixture and mix well.
Add the tamarind water and mix well.
Adjust the seasoning.
Once the mixture comes to a boil, you may add the jaggery(if using). Allow to boil for a minute.
Switch off heat.
Garnish with coriander leaves and tempering mixture, if any.
Serve hot with Rice/Dosa or Idli.