Heat olive oil in a stock pot over medium heat. Stir in leeks, white wine, lemon juice, cumin, Madras curry powder, turmeric, paprika, coriander, ginger, cayenne, salt, and pepper. Cover pot and reduce heat to medium-low, stirring frequently until all liquid is absorbed, about 30 minutes. Uncover pot, stir in coconut milk, and reduce heat to low; simmer uncovered for 30 minutes.

Place monkfish gently into pot; spoon leek mixture over monkfish. Cook and stir gently over low heat until fish flakes easily with a fork, about 5 minutes.