Dry roast everything except the asafetida, chana daal and urad daal. Keep stirring while roasting. You don't want to roast the fenugreek seeds too much as it will taste bitter. You can roast it separately if you want.
Set aside the roasted spices. Now roast the lentils as it take a little longer to roast them. Roast them until they are slightly brown.
After all the ingredients are roasted, let it cool down. Using your coffee grinder or spice grinder, grind all the ingredients into a fine powder. Also mix the asafetida powder to the mixture. Store it in the air tight jar