Soak tamarind in hot water for 10 minutes and take out the pulp (you should be able to get 2 cups of tamarind water).
Fry fenugreek seeds, toor dal and red chillies with a drop of oil until they become a little crispy.
Grind onions, tomatoes, grated coconut and the fried mix of tuvar dal, fenugreek seeds and red chillies to a paste. Do not add water while grinding.
In a pan, heat sesame oil and add mustard seeds. When they start popping, add the tamarind extract and boil at low heat for 5 minutes. Add the ground paste, salt and a pinch of asafoetida. Boil the mix for 12-15 minutes until the mixture is of thick consistency. You can also add some rice flour mixed with water to thicken the kozambhu.