Place cardamom, coriander, cumin, peppercorns, cloves, fennel, cinnamon, and anise in a medium skillet set over medium heat.
Cook, tossing frequently, until aromatic and toasted-smelling, about 2 minutes.
Transfer to a spice grinder or mortar and pestle.
Add ground nutmeg.
Grind into a fine powder.
Garam masala can be stored in an airtight, light-free container for up to 6 months.
