Cook the onion in oil in a heavy pot over moderate heat, stirring occasionally, until the edges are golden, about 6 minutes.
Add the chopped ginger and garlic, and continue to cook for 1 minute, stirring continuously. Then add the cumin, coriander, turmeric, salt, and chilli and continue cooking for another minute, continuing to stir.
Stir in the water, lentils, and coconut milk. Let the mixture simmer, covered, stirring occasionally, for 5 minutes.
Finally, stir in the zucchini and simmer, covered, until the lentils and baby marrow are tender, about 15 minutes.
Season with salt and serve with coriander sprigs scattered on top.