Hi!
I'm of indian origin so I found this thread particularly interesting..There are a couple of indian grocery stores in Lausanne too, they are both more or less next door to each other (I think one of them is an Aggarwal's). To get to them you have to take the back exit of Lausanne train station go down the car park steps and once outside on the pavement turn left and walk straight for about five minutes and you'll see them both.
That reminds me, there is an indian vegetarian traiteur on the same road but on the other side which is before the two grocery stores - it's called Dhanyaa (I think they have a website - just do a google search).
There is also an indian take out/grocery store called Shiva's higher up in Lausanne, I've never tried it but their menu looks good (do a google search again for their website) thing is when I tried to order they were damn rude on the phone so I never rang back and went to my local chinese instead!!!
Bon appetit!