1. Preheat a small skillet over medium-high heat. Add all the whole spices (reserving the cayenne and nutmeg), and toast, shaking the skillet every few seconds, until the fennel, coriander, and cumin turn reddish brown, the mustard, cloves, and cardamom turn ash-black, the cinnamon and bay leaves appear brittle and crinkly, and the mixture is highly fragrant, 1 to 2 minutes. (The nigella will not change color.)

2. Immediately transfer the nutty-smelling spices to a plate to cool. (The longer they sit in the hot skillet, the more likely it is that they will burn, making them bitter and unpalatable.) Once they are cool to the touch, place them in a spice grinder or coffee grinder, and grind until the texture resembles that of finely ground black pepper. (If you don’t allow the spices to cool, the ground blend will acquire unwanted moisture from the heat, making the final blend slightly “cakey.”) The ground blend will be a deep reddish brown and the aroma will be sweet and complex, very different from those of the pre-toasted and post-toasted whole spices. Stir in the cayenne and nutmeg.

3. Store the mix in a tightly sealed container, away from excess light, heat, and humidity, for up to 2 months. (In my opinion, refrigerating the blend adversely affects its flavors.)