Break jaggery into small pieces and heat with water until completely dissolved. Strain and allow the syrup to cool completely.
In a large bowl, combine whole wheat flour, fennel seeds, and cardamom powder.
Pour melted desi ghee into the flour mixture and rub with fingertips until it resembles coarse breadcrumbs.
Gradually add cooled jaggery syrup and gently bring the mixture together into a stiff dough. Do not over-knead.
Take small portions of dough, roll into balls, flatten slightly, and create patterns using a fork, sieve, or mould.
Heat ghee or oil in a kadhai over medium heat. Test temperature with a small piece of dough.
Carefully add shaped Thekua and fry on low-medium heat until both sides become deep golden brown.
Remove and place on a wire rack. Allow to cool completely before storing.
Store in an airtight container. Thekua stays fresh for up to one month.