Combine the flour and ghee in a large bowl. Add enough water to knead it into a soft smooth dough. Cover with a kitchen towel and let it rest for 10 -15 minutes.
Filling
Heat the crumbled khoya in a pan until it melts and the oil separates.
Take it off the heat. Let it cool for a few minutes and mix in the jaggery powder, nuts, cardamom, and saffron.
Assembly
Preheat your oven to 200 C. Line a baking tray with parchment paper.
Divide the dough into small equal-sized balls. Roll them out into thin discs. You can use a cookie cutter to make perfect circles as I did.
Lightly brush the edges of the disc with water. Place a teaspoon of the filling in the center and fold over the other section on top to make a half-moon. Press the edges to seal the gujiya. You can make pleats with the edge or make patterns with a fork. Or just leave it plain.
Place the gujiya on the prepared tray and brush with ghee. Bake for 12-14 minutes or until the gujiya are lightly golden.
Once the gujiyas cool a bit, dip them in jaggery syrup for a minute. Place them on a wire rack and let them dry.
Serve warm or at room temperature. Enjoy!
Jaggery syrup
Heat the jaggery powder and water in a small saucepan for 7-8 minutes, until the syrup just barely starts to thicken.