Oh, the taste and aromas are so different when you dry roast the spices!! It is a must I feel. I read somewhere that some spices, like fenugreek seeds, are so hard that by dry roasting them, it makes them easier to grind. I dont make my own garam masala but roast and grind my own coriander powder, fenugreek powder and cumin powder. I always roast them on the stove until they turn a shade darker and start giving off their aromas - cool them - and then grind them. Cumin is perhaps the most important one in that when they call for roast cumin powder, it means to roast the cumin until it turns a deep shade of brown and then grinded. Other spices are not deepened in color like cumin is. The taste is 100% different when cumin seed is browned and ground! This weekend, I accidentally roasted the coriander seed too much and it turned brown but when ground, it gave off a totally different taste! But it is not meant to be browned because the classic coriander taste was lost when I did that. Give it a try and see what happens.
Payal