Add the tamarind, dates and jaggery to a bowl / jug.
Pour the hot water over it and keep aside for 15 minutes.
Meanwhile, place the fennel, cumin and coriander seeds in a small pan over heat. Roast the spices, stirring continuously till they start to leave their aroma; take care not to burn the spices.
Grind the roasted spices; doesn't need to be a fine powder. Keep aside for later. I used a mortar and pestle; if using an electric grinder, cool the spices before grinding.
Place the tamarind, dates and jaggery mixture in a pan over heat.
Bring to a boil.
Lower the heat to medium and simmer for about 6-7 minutes. Keep stirring frequently.
Add all the spices, including the freshly roasted and ground ones and salt.
Cook for another 2-3 minutes over low heat; the dates and tamarind will be soft. The mixture does not have to dry out completely as it will thicken further on cooling.
Stir well, mashing the dates and tamarind as much as possible.
Cool completely and grind to a paste.
Pass the ground mixture through a sieve to catch any thick or stringy bits.
Transfer to a clean dry, airtight jar and store in the refrigerator.