Break the cinnamon sticks into pieces. Crumble the bay leaves. Heat a heavy frying pan and after 2-3 minutes put in the whole spices. Dry roast over medium heat until the color darkens, stirring or shaking the pan frequently to prevent burning. Leave to cool, then grind. Store in an airtight container. The mixture will keep for 3-4 months.
You can add 2 teaspoons of ground tumeric after grinding to add a golden color to the curry and/or add 1/2 to 1 teaspoon ground ginger to give some heat, or to taste.