In a dry skillet over medium high heat, add the cumin and coriander seeds. If the fenugreek is in whole, seed form add those as well. Shake the pan over the heat for about 1-2 minutes until the spices become fragrant. Remove from the heat and pour into a mortar & pestle*, food processor or blender.
Meanwhile, peel and chop the roots: turmeric, galangal and ginger. Mince the lemongrass and kaffir lime leaves, too. Place in the blender.
Add the garlic, nutmeg or mace, red chilies, salt, and ground fenugreek, if it is not a whole seed that you already toasted.
Pour in a splash of coconut milk, water or coconut oil. Pulse to blend or mash in the mortar and pestle. Add more or less liquid to keep the ingredients moving and becoming a paste. Once it is a smooth paste, use in a Thai Yellow Curry or transfer to a jar to be stored for a couple months in the freezer or a few weeks in the fridge.
*If using the mortar and pestle, start with the ingredients finely minced.