Preheat the oven to 180C. Line a baking tray with parchment paper or silpat.
In a large bowl, mix all the dry ingredients- flour, masala, sugar, salt,cornflour, baking powder and walnuts.
Whisk the coconut oil with 2 tbsp of coconut milk. Add it to the dry ingredients. Mix well, using a wooden spoon. Add more coconut milk, if your mixture is too dry, one tbsp at a time. You are looking for a soft dough which can be easily made into a ball.
Divide your dough into 14-16 even sized balls. Place them 1/2' apart on the prepared baking tray. Bake for 12-15 minutes until golden brown on top.
Let the cookies cool for 5 minutes before transferring them to a wire rack to cool completely. They will harden as they cool.