In a pan over low heat, dry roast the spices until aromatic.
Take the pan off heat, let the spices cool down and then transfer them to your blender jar.
Blend the spices until you get a slightly coarse powder that looks like this.
Transfer to a clean and dry glass jar or an airtight container.
Notes
Keep stirring the spices frequently while you're heating them. This will encourage the aromatic oils to be released and you won't end up with any burned spots.
Make sure you keep the heat low while dry roasting your spices- you don't want them to get burned.
Let the spices cool down completely before you grind them. If you grind them immediately, the spice mix will clump and stick to the sides of the blender jar.
To be extra cautious, you can dry roast the larger whole spices and the smaller seeds separately.
If the garam masala seasoning seems too pungent and spicy, toast some cumin seeds and coriander seeds, grind them and mix it in.