Pre-heat the oven at 170° C.
Heat a pan and add the foxtail millet flour to it and saute on medium flame for 5-6 minutes to get rid of the raw smell. Then allow it to cool completely.
Take a bowl and add butter and mix well.
Then add jaggery, salt,chilly powder, chilly flakes and mix well.
Then add foxtail millet flour and wheat flour and mix it to a soft dough.
Then add sesame seeds and ajwain and give it a gentle mix.
Make small lemon sized balls out of the cookie dough and flatten it little and place it in the cookie tray.
Place the cookie tray in the middle rack of the oven and bake it for 15-20 minutes.
Allow the cookies to cool completely and then serve.