Preheat the oven to 375 degrees. Bring the 2.5 cups of water or stock to a boil and combine with the rice in an ovenproof baking dish. Cover and cook the rice in the oven for 40 minutes, until the water is absorbed. Remove from heat and with a fork when done.
While the rice is cooking, melt the coconut oil in a wide pot over medium heat and then add the shallots. Cook the shallots for 5-8 minutes until they begin to soften and brown.
Add the coconut milk and broth to the pot. Bring to a boil, add the lentils and tomato paste, and reduce to a simmer. Stir in the garam masala, fenugreek, paprika, salt, and pepper.
Let the lentils simmer for 22-25 minutes, stirring every few minutes, until the lentils are soft (but not mushy) and the liquid has turned into a thick sauce.
While the lentils cook, chop the mushrooms and green beans and cook them over medium-low heat until they are soft and release their juices.
Once the lentils are done, remove from heat and stir in the mushrooms. Serve the curry over rice and garnish with cilantro and a dollop of plain Greek yogurt if desired.