Ok, after a lot of research on finding Halwa Puri in KL, I found a restaurant (restoran) that do not actually serve our Pakistani typical halwa puri but something which is very close to it. You will not get the same taste but you are definitely in for a very nice paratha, halwa, choley with a karak chai.....
The name of the place is Jai Hind and this is the complete address:
Jai Hind Restaurant
No. 11 and 13,
50100 Kuala Lumpur.
Tel number : 60-3-26920041
Visit these links to find out more. They have covered it pretty well so I thought I would save my words for next time....