First, you need to toast the whole spices. Add the annatto seeds, cumin seeds, coriander seeds, black peppercorns, garlic cloves, allspice berries, and cloves in a dry pan over medium heat.
Toast them for 2-3 minutes until fragrant, stirring occasionally so they don't burn. This step will release the spices' flavors and oils and enhance the paste's aroma.
Next, grind the toasted spices in a spice grinder or mortar and pestle until they become a fine powder. The ground spices should be a deep red color, almost like paprika.
Then, add the Mexican oregano and grind briefly to mix. Transfer the spice mixture to a bowl and add orange, lime, and vinegar. Mix well until you get a paste.
You can adjust the paste's thickness by adding more juice or water, but be careful not to make it too runny or dry.
Finally, add salt to taste. The achiote paste should be slightly salty but not overpowering.
You can use the paste right away or store it in an airtight container in the refrigerator for up to a week. The longer it sits, the more intense the flavors will be. You can also freeze the paste in small portions for later use.