Heat a pan with half of the ghee.

Toast the coconut until lightly golden. Transfer into a bowl to stop the toasting.

In the same pan, add the remaining ghee. Add almond flour and toast until fragrant.

Transfer toasted almond flour from the pan to the bowl with the coconut in it.

Add jaggery, cardamom powder, and ground nutmeg to the bowl. Mix well to combine.

Add ghee, mix to combine.

In a large bowl, add flour, salt, and ghee. Incorporate the ghee into the dough until you have a sandy texture.

Mix in the water until you have a slightly sticky dough. Cover with a damp towel and let rest for 30 minutes.

Roll out the dough. Form a tube of dough, then cut into 16 pieces. Form pucks with the 16 pieces by rolling them into balls and then slightly flattening them.

Add a heaping tablespoon of filling to the pastry and close and seal the edge either with a fork or with your fingers. Make sure it is tight enough that it will not open up when cooked.

Brush ghee or spray cooking spray to coat the air fryer. Preheat to 325°F. Add gujiya to the air fryer in a single layer with some space between each one. Bake for 18 minutes, turning halfway.