Place all the spices in a hot skillet, and roast for 2-3 minutes over a medium-high heat, until they start to give off their perfume.
Transfer to a mixie, or a spice or coffee grinder, and blitz until you have a fine powder.
Stored in an airtight jar, out of direct sunlight, this will keep for a month or so.
Notes
If you can get it, long pepper works exceptionally well in garam masala (use instead of peppercorns); I smash it before roasting though, in order to release the oil, plus ensure it doesn’t break my spice grinder!