Heat olive oil in a Dutch oven over medium heat. Add chopped onion, ginger, salt, and the ground black pepper. Cover and cook for about 10 minutes, or until soft, stirring occasionally.
Stir in minced garlic, cumin, curry powder, and ground coriander. Cook for 1 minute.
Stir in water, vegetable broth, lentils, and bay leaves. Bring to a boil. Reduce the heat, cover, and simmer for 2 hours or until tender.
Uncover and cook for 5 minutes, or until most of the liquid is absorbed. Remove from heat and cool slightly. Discard bay leaves.
Gradually stir in the yogurt, tomato puree, and ground black pepper. Cook over low heat for 5 minutes or until thoroughly heated.