While this is great with pakoras or samosas, it also can be used in most places where you might use HP sauce, BBQ sauce or Branston Pickle. It can be a dip, a spread or a glaze for meat.
Heat the oil in a pot that is big enough to hold about 2c or more. When the oil is hot, briefly toast all the spices in the oil and then add the water, the jaggery/sugar and the tamarind concentrate.
Bring to a boil and then reduce the heat so that the sauce simmers for about 30 minutes. Periodically give it a stir to make sure that the bottom isn't burning.
When the sauce can coat the back of a spoon (see video), take it off the heat. Pour it into a jar and refrigerate until ready to use.