1. Heat the oil in a large pot over medium heat. Add the onion and curry powder and cook, stirring, until the onion begins to brown, 7 to 10 minutes. Add the carrots, bell pepper, and zucchini and continue to cook and stir until the vegetables begin to soften, about 5 minutes more. If at any time the curry or onion starts to look too brown (that is, dark brown in places), reduce the heat.
2. Add the lentils and chicken stock and bring the mixture to a boil. Reduce the heat to a simmer and cook, stirring occasionally, until the lentils are tender and the soup has thickened, 30 minutes to 1 hour, depending on the age of the lentils. Older lentils take longer to cook.
3. Stir in the cilantro and add salt and black pepper to taste. Ladle into bowls and serve with lime wedges.