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Step 1
Heat oil in a small saucepan over medium-high. Once oil is shimmering, cook cumin seeds until fragrant and oil around seeds starts to sputter, about 2 minutes. Add garlic and asafetida, reduce heat to medium-low, and cook, stirring, until garlic is golden brown, about 1 minute. Remove pan from heat and stir in red chili powder. Pour over reserved seasoned yogurt and mix well.
Step 2
Using your fingers, rub together flour and 1 Tbsp. oil in the bowl of a stand mixer until well combined, about 1 minute. (This will help the thepla stay soft after cooking.) Add sesame seeds, salt, ajwain seeds, cumin seeds, turmeric, and asafetida and mix well. Then mix in chile, garlic, and ginger, followed by spinach. Add ½ cup room-temperature water and mix with your hands or a large spoon, adding more water by the tablespoon as needed, until a shaggy dough forms.
Step 3
Fit bowl onto stand mixer and attach dough hook. Mix dough on medium-low, scraping down sides of bowl once or twice, 5 minutes. Transfer dough to a clean surface; gather with your hands and knead dough, adding more water a tablespoonful at a time if it feels too dry, until you have a semi-stiff dough. Knead dough another minute, then form into a ball. Coat dough with a little oil and place back into bowl and cover with a kitchen towel. Let sit 15 minutes.
Step 4
Heat a large nonstick or cast-iron skillet over medium-high. Divide and roll dough into about 20 walnut-size balls (about 40 g each). Rub your work surface and rolling pin with a little oil (about 1 tsp. total). Working with 1 ball at a time and keeping the rest covered, flatten balls against work surface, then roll, rotating occasionally for an even shape, into 6"-diameter rounds, about ⅛" thick. Cook thepla in skillet 1 minute, then flip and brush with a little bit of oil. Cook 30 seconds, flip, and cook another 30 seconds. Continue cooking, turning every 30 seconds, until thepla is browned in spots on both sides, about 5 minutes. Transfer to a paper-towel-lined plate.
Step 5
Serve spinach thepla with vaghareli dahi alongside.