Take whole wheat flour in a mixing bowl. Add saffron, salt and hot ghee. Mix well. If you press the dough in hand and it should form balls at this stage. Slowly, add a little bit of water at a time, make firm yet pliable dough. For the wheat flour I use, ⅓ cup of water works well. You may need to adjust the water by 1 to 2 tablespoons, more or less. Keep the dough covered in a bowl and allow it to rest for 20 minutes. Knead the dough once again and make 12 equal sized balls.
Making the filling. Add the coconut to a medium pan and cook in low medium heat stirring frequently for 2 minutes. Tip - The goal here is to remove any excess moisture from the coconut. Add grated jaggery and mix well cooking for another 2 minutes as the jaggery melts and gets mixed in with the coconut. Add cardamom powder, nutmeg, saffron, and nuts, and mix well. Take out the filling in a bowl and reserve. This filling can be made ahead and refrigerated for 2 to 3 days.
Take one ball at a time, press it in the palm of your hands, and roll into a 4-inch circle. Place 2 teaspoons of filling in the center and pinch the sides of the rolled dough making 12-13 pleats all around. Then bring the pleats together in the center and press them together to seal the modak. Feel free to apply a little bit water to the rim to help the modak pleats stick together well on the top so they do not open when frying. Repeat this for the remaining dough balls.
Heat oil in a small frying pan. Once the oil is hot, reduce the heat to medium. Carefully add 2 to 3 modaks at a time to the hot oil and fry them for 3 to 4 minutes, turning them in the oil so all the sides get fried evenly. Take the modak out and place them on a paper towel-lined dish so that the excess oil gets absorbed. Fry the remaining modak.
Note: If any of the modak open up during frying, carefully strain the oil and discard any filling that may have spilled and then continue to fry again. Remember to seal the tops of the raw modak firmly to make sure they are sealed well before frying.
Enjoy at room temperature. These modak stay crisp at room temperature for 1 to 2 days. You can also refrigerate them for upto a week.