Heat the coconut oil in a large skillet on medium heat. Once hot, add the mushrooms, bell peppers, and onion. Cook just until tender. The peppers and onions should still have just a little bit of crunch.
Increase the heat to high and stir in the lentils, lime juice, chili powder, cumin, garlic powder, cayenne, and salt. Cook until the vegetables are coated well in the spices and the mixture is very fragrant. Remove from heat.
Lay the tortillas on a flat surface and fill with the mushroom mixture. Top with the avocado and a dollop of the Greek yogurt. Serve and enjoy!