Mix all the ingredients and make a stiff dough similar to puri consistency. Let it rest for 45-60 minutes.
Heat oil in a kadai. While the oil is heating, start making Khaja's at least enough quantity for 1-2 frying rounds.
Divide the dough into double the marble size balls.
Roll into a round shape around 2-3 inches in diameter.
Divide the round into two.
Now, carefully pick one edge and place it on the other, to make it into a quarter size of the original round.
Now slightly roll with gentle pressure from outside (leaving around 1 cm from the open side) of the cone shape to inside so that the two edges get sealed. But do this very gently. We just want the edges to get stick not completely sealed into each other.
Prick them with a knife or a fork, so that they should not puff up while frying.
In medium-high heat, put the khaja's and let them cook on slow gas. This is important, or they might not cook properly.
Turn the khaja's after 4-5 minutes or until they start looking a little cooked.
Once golden brown on both sides, remove it in a strainer or an absorbent paper.
Store it in an airtight container. If stored properly, they remain good for at least a month.
Enjoy it with a hot cup of Tea or as it is.