Heat oil in a non stick pan. Crush fennel seeds, mustard seeds, fenugreek seeds in a mixer. Cut each ladysfinger into 2-3 pieces and add to the pan. Add salt and toss. Cover and cook.
Add asafoetida and toss. Add the ground spices and mix. Add turmeric powder, red chili powder and toss again. Add onion seeds, cover and cook.
Add lemon pickle gravy. Add whisked yogurt and mix. Cover and cook on low heat for 10 minutes. Serve hot.