In a food processor, puree the toasted cashews, onion, garlic, ginger, spices, and coconut.
Add the resulting paste to a pot over medium heat, along with a couple tablespoons of vegetable oil, and fry for 5 minutes, stirring constantly.
Add the chickpeas, tomato paste, salt and pepper to taste, and lemon zest, and cook for another 10 minutes, stirring often. Turn the heat down to low. Add the cashew milk, and bring the curry to a gentle simmer. Simmer for 15 minutes, until the sauce has thickened slightly.