Prepare the base: Break up the yeast in the bowl of a stand mixer (these can definitely be made by hand—it will just take longer and you get an arm workout). In a mortar or other suitable bowl, grind the saffron with a little bit of the sugar, then stir it into the milk. Warm the saffron-milk to 98°F (body temperature).
Mix the dough: Add a bit of the warmed milk to the yeast and stir to dissolve. Add the rest of the warmed milk, the sugar, and the salt. Work in the flour a bit at a time with the stand mixer on low. Once you've added all the flour, add the room temperature butter and let the mixer do the work for 15 minutes.
First rise: Remove the dough hook and bowl from the mixer, cover with a tea towel, and let the dough rise for 30-45 minutes, depending on the temperature in your kitchen (longer if cold, shorter if warm). Make sure not to leave the bowl in a draughty place. The dough should double in size.
Shape the buns: Once doubled, turn the dough out onto a lightly floured work surface. The dough will be very soft and airy—some of the air will be worked out while shaping. Divide the dough into 3 equal pieces, then divide each of those in 2 (for 6 pieces total). Divide each piece into 5 for a grand total of 30 little dough balls.
Roll each ball into a rope about 20-25 cm long. Take each end and roll them towards the middle until you have a curly S-shape. Place your S-buns on baking trays lined with baking paper, leaving plenty of space between them.
Second rise: Cover the shaped buns with a tea towel and let them rise for another 30-45 minutes. Meanwhile, preheat your oven to 400°F.
Bake: After the second prove, brush the buns with beaten egg mixed with a bit of water. Add raisins in the curls if you like them (if not, just exclude them). Bake in the middle of the oven for 8-10 minutes.
Cool and serve: Let the buns cool on a rack, covered again with a tea towel. Enjoy!