Heat half the oil in a heavy based pot. Add lamb in batches, searing until browned all over. Set aside.
Add remaining oil to pot and cook the onion and garlic until tender. Stir in the spices and tomato paste, cooking for 1 minute.
Return the lamb to pot with stock and tomatoes. Bring to the boil, reduce heat and simmer partially covered for 45 minutes. Add lentils and capsicum to pot and cook uncovered a further 30 minutes or until lamb and lentils are tender, whilst stirring regularly.
To serve, stir through coriander, season to taste and spoon into bowls accompanied with yoghurt and additional coriander.