Put a frying pan over a medium heat and add the coconut and fennel seeds to dry fry (be careful not to burn - they should be ready when you get a really lovely smell from the pan and there may be the lightest tinge of colour on the coconut. Tip the flour, milk powder, cardamom powder, 1 tbsp caster sugar, baking powder, coconut and fennel into a mixing bowl. Whisk the dry ingredients together then pour in the milk, whisking to make a smooth batter. Leave the batter to rest for 15 minutes.
Tip the sugar for the syrup into a small saucepan and cover it with the water. Add the saffron and put the saucepan over a high heat. Let it bubble away until it just begins to thicken. Zest in ¼ of the lemon then squeeze in a little of the juice to taste. Keep the syrup warm.
Put a large pan over a high heat and add the oil. Heat the oil to 170ºC and lower the heat to medium. Pour a ladle of batter into the oil and let it spread. Fry until golden brown then carefully flip and fry on the other side. Remove the malpua from the pan, dip it into the ghee and transfer to a tray lined with kitchen paper.
Dip the malpua in the sugar syrup, soaking them for a few seconds each side. Then let any excess syrup drip away and transfer to a serving plate.
Garnish with the sliced nuts and serve immediately.