Put everything into a dry skillet over medium heat. Constantly stir spices for about 2-3 minutes. Remove from heat and allow spices to cool completely. (If adding dried orange zest, I do not heat it in the pan, but add it to the spice grinder just before grinding the blend.)
Put cooled spices in a spice grinder or inexpensive coffee grinder that is only used for spice grinding. Grind spices until powdered, stirring around occasionally. Use a sieve, if desired, to remove larger pieces that may not have ground completely. Store in a sealed glass jar.