Bajra flour is made from the small round grains of black millet, also called bajra.. When the bajra is ripe and ready to e harvested, the plants are cut and tied in bundles and allowed to dry. The bundles are threshed to separate the grains. The grains are dried and then processed into flour. When ground, the flour is greyish in colour and has a slightly nutty flavour. Since it is a heat-producing ingredient, it is commonly used in winters.