In a dry pan, toast the black mustard, cumin, fennel, fenugreek, and nigella seeds on medium heat until they start to pop and release their aroma. Make sure to stir constantly to prevent burning.
Remove the pan from the heat and let the seeds cool down.
Transfer the cooled seeds to a spice grinder or mortar and pestle and grind them to a coarse powder.
Store the Panch Phoron in an airtight container until ready to use.