Add cumin seeds, coriander seeds, and fennel seeds to a pan on low-medium heat for dry roasting. Stir and let roast for about 3 minutes. You will notice the spices become fragrant.
Add mace, nutmeg, cinnamon sticks, cardamom (green and black) pods, and black peppercorn added to pan for dry roasting. Stir intermittently. Let roast about 2 minutes.
Add kashmiri chilies. Stir intermittently. Let roast about 2 minutes.
Transfer roasted spices to a plate to cool down.
Once cool, add spices and powdered spices (ginger and garlic). Grind to form a fine powder. Store in an airtight container.
Notes
Optionally, add 1/2 teaspoon of salt. I don't include it in the powder as salt is added while cooking. If you primarily use tandoori masala as a rub for proteins, you may find it useful to have salt in the mix already.