In a large skillet over medium heat, heat the broth (or oil) and add the vegetables and lemon grass, cook for 2 to 3 minutes. When the peppers are slightly tender, add the sesame oil and all the spices. Simmer on medium heat for about 5 minutes.
When the onions have absorbed some of the spices, add the coconut milk. Simmer the curry over medium heat for 15 minutes. Let stand another 10 minutes.
The taste of the spice should have cooked away and absorbed into the milk. Serve over rice and enjoy!