To begin making the Vegetarian Mexican Chili, we will first cook the Horse Gram Lentils. We will cook the soaked horse gram using the pressure cooker method.  You can also cook it in a saucepan if you prefer that method. 

Place the soaked horse gram in the pressure cooker, along with 2 cups of water. Cover the pan, place the weight on and pressure cook the horse gram until you hear 5 to 6 whistles. After a couple of whistles, turn the heat to low and simmer the horse gram for 10 to 15 minutes. After 10 to 15 minutes turn off the heat. Allow the pressure to release naturally. 

Open the cooker, if there is excess water from the lentils, then drain the excess liquids and keep it aside in a separate bowl. We will use it for the chiles as and when required. 

The next step is to make the spice base for the Mexican Chili. 

Heat the olive oil in a heavy-bottomed pan on medium heat. Add minced garlic, the onions, the celery stalk and stir-fry until the onions and celery are tender. 

Once tender, add the chopped tomatoes, jalapenos, along with chili powder, ground cumin, bay leaf, dried oregano, black pepper, and cook until tomato become soft and well cooked. 

Now add the cooked horse gram lentils along with 2 tablespoons of reserved water. Give the Mexican Chili a brisk boil.

Once it comes to a brisk boil, cover the pan, turn the heat to low and simmer the Vegetarian Mexican Chili for about 10 minutes and turn off the heat. Check the salt and spices and adjust to suit your taste.

Transfer the Vegetarian Mexican Chili to a serving bowl. Serve it along with Taco Shells, a Lettuce Salad, sour cream, and grated cheddar cheese.