Mix together the cumin, cloves, cardamom, black peppercorns, allspice and Fenugreek seeds. Place in a small frying pan over medium heat. Stir constantly until they release their fragrance, about 1-2 minutes. Do not burn or discolour the seeds. Cool completely.
Combine the toasted spices and all the other ingredients except the oil and wine in a spice grinder or electric coffee grinder in several batches.
(I use an old coffee grinder) and grind to fine consistency. Place the spice blend in a bowl and add the oil and wine. Add cayenne to taste (Start with a small spoonful and add more as you become accustomed). I have actually used smoked chilli paste in this sauce instead of cayenne, very successfully! Stir until thick and store in a covered plastic container in the refrigerator.