Preheat your oven to 180°C (350°F).
In a mixing bowl, combine 1 cup of maida (all-purpose flour), 1/4 cup of ghee, and a pinch of salt. Mix well until it resembles breadcrumbs.
Gradually add water to the mixture and knead into a soft dough. Cover and set aside for 15 minutes.
In another bowl, mix 1 cup of grated coconut, 1/2 cup of jaggery, and 1/4 cup of orange zest. Cook this mixture on medium heat until the jaggery melts and combines well with the coconut. Let it cool.
Divide the dough into small balls and flatten each ball into a small disc.
Place a spoonful of the coconut-jaggery filling in the center of each disc and fold the edges to form a modak shape.
Place the modaks on a greased baking tray and brush them lightly with ghee.
Bake in the preheated oven for 20-25 minutes or until they turn golden brown.
Allow the modaks to cool slightly before serving.