Heat oil in a medium pot over moderate heat. Cook onion, stirring occasionally, until edges are golden, about 6 minutes. Add carrot, ginger and garlic and cook, stirring, 1 minute. Add cumin, coriander, turmeric, salt, and chile and cook, stirring, 1 minute.
Stir in water, lentils, and coconut milk, then simmer, covered, stirring occasionally, 5 minutes. Stir in zucchini and cauliflower and simmer, covered, until lentils and vegetables are tender, about 15 minutes.