There are two rather different varieties of this dish: the Ankh-Morpork style, with lots of soggy raisins and root vegetables unknown in Klatch, and the Klatchian take-away version, contents uncertain, but tastier. Typical recipes are provided in Nanny Ogg's Cookbook. Death is also quite partial to a nice curry. He frequently visits the Curry Gardens takeaway in Ankh-Morpork while on his way home from The Duty, and the staff there know his regular order, every bit as well as they know what the sudden manifestation of a large white horse entails.
Samuel Vimes has progressed to recognising that "Vindaloo" is Klatchian for "mouth-scalding gristle for macho foreign idiots". Refer to Annotation below.
British loutishness in curry houses has a long history. It is thought that the original Vindaloo was the revenge of put-upon servants in an officers' mess during the high days of the Raj, when Brits in India first started to develop a taste for curried food. Making it as hot as they possibly could - to a level that no educated Indian would have dreamt of eating - is thought to have been passive revenge for indignities inflicted by the British. Especially when it was realised that in a mess full of macho Englishmen, face would have been lost by admitting the curry was too hot to eat.
[This sketch] inverts the proposition beautifully.