Combine the mustard seeds, asafetida and fenugreek seeds in a small skillet and toast over medium heat, stirring often, until very fragrant, about 3 minutes. Transfer to a spice grinder and grind to a powder.
Wash chiles and dry completely; then stem and thinly slice. Put the sliced chiles in a large non-aluminum bowl. Add the ground spices, turmeric and salt and stir to coat the chiles with the spices. Spoon the mixture into 2 clean pint jars, cap and set aside at room temperature overnight.
The next day, heat the oil to smoking in a small saucepan over medium heat. Pour slowly over the chiles in the jars; the chiles will sizzle and foam. Cap the bottles and set on a sunny windowsill or in a warm, dry spot in the kitchen for 1 day.
The next day, add enough lemon juice to cover the chiles. Cap the bottles again and set back on a windowsill or in a warm, dry place for 3 to 4 more days. Refrigerate and eat within 2 to 3 weeks. Try this pickle with Indian dishes, steaks or as a spark for mashed potatoes.