Wash, peel, and dice the squash and zucchini. Remove any hard seeds from the yellow squash. Dice tomatoes and onions.
Heat oil in a large skillet or a wok on medium-high heat. Add dried chili, fenugreek, cumin, and mustard seeds. Once the mustard seeds start to pop, add diced onions. Cook onion until golden.
Add tomatoes, turmeric powder, salt, and cumin-coriander powder to the skillet. Stir well and cook until tomatoes break easily and oil starts to separate.
Add Kashmiri chili powder to the skillet and stir well. Add diced squash and zucchini. Mix everything well and add water. Bring the heat down to low-medium. Cover and cook for 15-20 minutes or until squash is tender.
Add jaggery and squeeze half lemon. Mix well and turn the heat off.
Garnish the Sabzi with chopped cilantro and serve it with hot Roti or as a side for Daal-Chawal(Rice and Lentils soup).