Heat oil in a large saucepan over medium heat. Add onion; cook 5 minutes, stirring occasionally. Stir in pumpkin and next 7 ingredients (through jalapeño); cook for 30 seconds, stirring constantly.
Add broth and tomatoes; bring to a boil. Cover, reduce heat, and simmer 10 minutes or until pumpkin is just tender. Stir in lentils; cook 10 minutes or until lentils are tender. Stir in salt and black pepper.
Ladle stew into individual bowls; sprinkle with cilantro. Serve with lime wedges.