The movie Raanjhana used this concept in a song called, Aye Sakhi. A girl goes on describing something that would lead the listener to conclude that she is talking about her lover, but then she goes back on her words and says she meant something else. One collection of Amir Khusrau's is here on this link. I don't know if Khusrau invented this kind of riddle, because the book I was reading mentioned this as a typical Braj riddle.