In a dry pan over medium heat, dry roast the coriander, cumin, and fennel seeds until aromatic (1 to 2 minutes).
Place the seeds and the remaining ingredients into a food processor and process until the curry seasoning is smooth.
Use immediately or store in an airtight container for up to 2 months.
Add additional cayenne pepper to taste. This can be done after the grinding process in the food processor to get the best sense of overall spiciness. If cayenne pepper is too hot, you can opt for a mild paprika instead.