Heat the butter in a large pot over medium-high heat. Add the onion, garlic, ginger, and jalapeno and cook, stirring, until browned, about 12 minutes. Lower the heat to medium, stir in the coriander, cumin, and turmeric, cook until fragrant, stirring, for 45 seconds. Stir in the flour and cook for 1 minute more.
Pour in the broth and bring to a boil while whisking constantly. Add the lentils to the thickened broth, lower the heat, and simmer, covered, until very tender, about 45 minutes. Remove from the heat and allow to cool.
When the lentil mixture has cooled, stir in the cilantro. Working in batches, transfer the mixture to a blender and puree until smooth, or puree with an immersion blender. Return the puree to the pot and reheat over medium heat.
Whisk the coconut milk, lemon juice, salt, and season with pepper to taste. Divide among warm soup bowls and garnish with the coriander sprigs. Serve immediately with the lemon wedges.
If making the soup in advance, adjust its consistency when re-heating with water or broth, since it has a tendency to thicken as it sits.