Trekking in Khandala: Khandala is a popular hill station in the Western Ghats, about 3km from Lonavla. History Buffs, Fun Lovers, Experience Seekers, Photo Fanatics can plan a trek to Karla & Bhaja Caves. These rock-cut caves date back to around 2.d Century BC. The Kalra caves are a complex of ancient Indian-Buddhist rock cut cave shrines and the Bhaja caves are a group of 22 caves.