Combine the sauce ingredients with 1/4 cup water in a saucepan. Bring to a boil, then reduce the heat and simmer for 20 minutes, or until it thickens. Remove from heat.
To make the bhajis, sift the flour, baking powder, spices and 1 tsp salt into a bowl. Make a well in the gener and gradually add the combined egg and 1/4 cup water. Whisking until smooth. Stir in coriander and onion.
Fill a deep heavy-based saucepan one third full of oil. Cook a tablespoon sized ball of mixture in the oil in batches for 90 seconds each side, or until golden brown. Drain. Serve with sauce.