Heat the oil in a large skillet over medium-high heat. Fry the red chile peppers, cumin seed, mustard seed, and coriander seed in the hot oil until they begin to splutter. Add the curry leaves and asafoetida powder; stir. Cook and stir the gourd pieces in the mixture until warmed and coated in the oil mixture. Pour the milk into the skillet and bring to a boil. Reduce heat to medium low and allow the mixture to simmer until the gourd is cooked through, about 15 minutes. Season with the ground red pepper and salt; simmer another minute or so. If too much liquid remains, increase heat to high and cook until reduced to your liking.