At the outset as you are relocated at Bangalore, first of all acknowledge that you need a GAS connection. You have correctly paid the amount asked from you and they paid due receipt for the exact amount charged by them. Hence there is no fault from service provider side uptill now.
Now you have lost your wallet, which is no fault of Gas Agency. You can at the most request for Duplicate Bill / Challan from the Gas agency. If they issue you a gas connection and if later somebody produce that lost receipt to gas agency, then they will be forced to issue him gas connection / refund money unnecessarily.
As per as my distant understanding, they will sure issue you Gas Connection at earliest. You may follow simple path if applicable to you and if acceptable to you.
1) Lodge a police complaint in the area where the wallet was stolen / lost / pick-pocketed / misplaced or whatsover and obtain a FIR copy. You can also request to police station house officer that this is necessary for getting my Gas Connection. Police officer will sure help you and if you are lucky then you will get your wallet also. If you lodge FIR, then police will be more vigilant in that particular area about pick-pocketers also. Double Benefit.
2) You can produce a request application along with the copy of the FIR to gas agancy to issue duplicate challan / bill of money paid and they will sure help you.
3) In case it is unagrreable to them then you can make a AFFIDAVIT in court of law by signing before the magistrate that you have lost the wallet containing receipt of Gas Connection and You are the original applicant. Mention your employment details, employers request, proof of residence, PAN card or photocopy of driving licence and take a oath that you will be liable if you are furnishing false information. Believe me it works and worked in case of theft of IDEA SIM card. (Approx cost Rs. 150) . You can also make a friendly call with the marketing department of Gas Agency, see you can get one friend in Bangalore.
4) If Gas Agency is adamant then you can meet District Rationing Officer / District Supply officer and / or District Collector with all papers / request application and they will pass the remark immediately to Gas Agency.
I am sure you are not required to file a case in Consumer Court for this petty issue. This all will may look cumbersome for you (is it ?) but think from gas agency point of view also. It is consumers job to co-operate with service provider as long as there is justification.
Hope you get a Gas Connection sooner.