Heat the oil in a large Dutch oven. Add the onions and fry over medium-high heat until the edges turn light brown. Next add the ginger and continue frying for 1 minute, stirring constantly. Put in the ground masala and stir for another 1 to 2 minutes.
Add the salt, coconut milk, and 1 cup water and bring to a boil. Now put in the mussels, spooning some of the sauce over them. Cover and steam 7 minutes or until all the shells open. Remove from the heat. Discard any shells that aren't open.
Sprinkle with the lemon juice and cilantro and stir gently. Spoon the mussels into individual bowls along with some of the sauce. Serve immediately.