Step 1 In a medium saute pan heated over medium heat, toast the fennel and coriander seeds until aromatic, about 2 minutes. Remove from heat and cool completely.
Step 2 Grind the fennel and coriander seeds to a fine powder using a spice mill or coffee grinder, then combine with the ginger, nutmeg, paprika, salt, black pepper and cayenne powder to form a rub.
Step 3This makes a generous 1 cup rub, and you may not use all of it for the final recipe. Store the rub in an airtight jar or sealable plastic bag in a cool, dark place up to 4 to 6 weeks.