Wash and slit red chilies, removing seeds.
Mix fennel seeds, mustard seeds, fenugreek, turmeric, red chili powder, and salt in a bowl.
Stuff the spice mixture into the chilies and press them tightly.
Heat mustard oil in a pan, then add the stuffed chilies to the oil and mix well.
Transfer to a clean jar and seal tightly.
Place the jar in direct sunlight for 3-4 days, shaking occasionally.
After 4 days, your pickle is ready! Store in a cool, dry place.