Place cardamom, coriander, cumin, peppercorns, cloves, fennel, cinnamon, and anise in a medium skillet set over medium heat. Cook, tossing frequently, until aromatic and toasted-smelling, about 2 minutes. Transfer to a spice grinder or mortar and pestle. Add ground nutmeg. Grind into a fine powder. Garam masala can be stored in an airtight, light-free container for up to 6 months.