In a broad pan or wok, roast all the ingredients mentioned above except for salt and asafoetida/hing till the spices become aromatic.
Remove the spices an a broad plate and allow them to cool slightly.
Now in a blender jar, add all the roasted spices, salt and asafoetida.
Grind the mixture till they form a smooth powder. Remove the powder on a plate and mix it well with a spoon or with use your hands to remove any clumps.
Transfer the pindi chole masala in an airtight glass or steel container to keep it fresh for long and use as required.
Notes
Do not over roast the spices or make them darker in colour. This will lead to a bitter chole masala.
You can use kashmiri dry red chilies to cut down the heat.
Do not grind the spices when they are really hot. Allow them to cool first because too hot spices can easily burn while grinding and may taste bitter.
Grind in small batches to prevent overheating of the blender jar and also for smooth texture powder.
For large spices like cinnamon break them in small pieces before grinding.