You can add all the ingredients directly to the dosa batter or you can pan fry the onion and green chili and then add it to the batter. The street side vendors add the ingredients directly. I have done both ways, but definitely sauteing adds more taste and flavor to the paniyaram.
If sauteing then In a small pan heat 2 teaspoons of oil and add the cumin seeds. Fry for 30 seconds. Now add the onion and green chili and fry till soft.
Add the grated carrot, ginger, hing and saute for a minute and turn off the heat.
Cool the mixture and add it to the dosa batter. Add necessary salt and coriander leaves and mix the batter. Taste to check the salt. If the batter is too thick add little water.
The batter should be semi thick in consistency.
Heat the paniyaram pan (aebleskiver pan) and smother oil on each hole.
Pour the batter about, do not fill the hole completely. Drizzle some oil and cook on medium flame by closing the pan with a lid. Do not rush if not the paniyaram will not cook from inside.
Flip the paniyarama and cook on the other side. Not necessary to close the lid now, this will help with slight crispness on the top.
Enjoy the paniyaram with chutney of your choice or even with tomato sauce.