Toast the spices: In a large, dry skillet over medium heat, add the cumin seeds, curry powder, paprika, salt, and black pepper. Toast for about 1-2 minutes, stirring constantly, until the spices become fragrant. Be careful not to burn them. This process helps to release the oils in the spices, intensifying their flavors.
Add oil: Once the spices are toasted, add 1 teaspoon of vegetable oil to the skillet. Swirl the pan to coat the bottom evenly with the oil and spice mixture.
Saute the onion: Add the finely chopped onion to the skillet. Sauté for 5-7 minutes, stirring occasionally, until the onion turns golden brown and translucent.
Add the chopped green chilies to the skillet. Cook for another 1-2 minutes, allowing their heat to infuse into the oil.
Add the diced tomatoes and tomato paste to the skillet. Stir well to combine all ingredients. Cook for about 5 minutes, stirring occasionally, until the tomatoes start to break down and form a thick sauce.
Add the sliced zucchini to the skillet. Stir to coat the zucchini evenly with the spice and tomato mixture. Cover the skillet and let it simmer on medium-low heat for about 10-12 minutes, or until the zucchini is tender but still holds its shape. Stir occasionally to prevent sticking.
Let cook a bit: Once the zucchini is cooked, remove the skillet from the heat. Let it cool for a minute or two.
Gently stir in the yogurt. The yogurt adds a creamy texture and helps balance the spices. Be careful not to overmix, as you want to maintain some texture in the curry.
Taste and adjust seasoning if necessary. You may want to add a little more salt or spices according to your preference.