Khaja also known as Pheni is a very famous Odia sweet and it is one among the chapan(56) bhog Mahaprasad of Lord Jagannath, Puri, Odisha, India..Legends say Lord Jagannath personally appeared in the dream of a man from Puri and instructed him how to prepare it. Next day the man prepared a basket full of khajas and offered to Lord Jagannath, which the Lord happily accepted...In Puri near Lord Jagannath Temple, there is a place known as Khajapati which is very famous for its crispy and sweet Khajas.
It is believed that, even 2000 years before khajas were prepared in the fertile land on the southern side of the Gangetic plains of Odisha, the Godavari delta area of Andhra Pradesh, Uttar Pradesh and Bihar. These areas which are home to khaja once comprised the central part of Maurya and Gupta empires.
I love this sweet from my childhood days and always wonder about its making..I failed 2/3 times before achieving the actual look and taste of Khaja. But now i can assure you that this recipe is not much difficult and can be done easily.