In a small saucepan heat the heavy cream over medium heat. Add a pinch of saffron and stir to combine. Heat the cream until hot but not boiling. Turn off the heat and let steep while you activate the yeast, about 5 minutes. Stir occasionally to help the saffron fully bloom.
When ready to use, strain out the saffron strands using a fine mesh strainer. Make sure the cream cools down to at least 115 deg F or lower before adding to the rest of the ingredients. The cream will be warm to the touch but not hot.
While the cream is steeping, activate the yeast. Heat ½ cup of water to between 105 and 115 deg F. Water should be warm to the touch but not hot. Add a pinch of sugar and the active dry yeast. Stir briefly and then set aside to activate. When the yeast is bubbly and risen, after about 5 minutes, proceed with the recipe.
Combine the flour, sugar, and salt in a mixing bowl and whisk together. Set aside. In the bowl of a stand mixer add the saffron-scented cream, the two beaten eggs, melted butter, and the yeast mixture. Add the flour mixture and attach the dough hook.
Mix, using the dough hook, until the dough starts to come together. Scrape down the sides occasionally with a spatula to encourage the dough to come together. If the dough is too sticky and sticks to the side without forming a ball, add another tablespoon of flour.
Continue mixing with a dough hook until the dough is soft and stretchy. After about 10 minutes of kneading, take the dough out and lightly knead a couple of times on the counter to bring it together into a smooth ball. Transfer the dough to a greased bowl. Drizzle a little more oil on top of the dough and rub it all over. Cover with cling film or a tea towel and then set in a warm place to rise for 1 hour.
After the dough has risen for 1 hour, punch it down to deflate completely. Lightly knead the dough to remove any air bubbles. Divide the dough into 12 equal portions. Shape each portion into a small ball and place on two parchment lined baking sheets. Cover each tray with a tea towel and let rise for another hour in a warm spot.
Preheat the oven to 400 deg F. Prepare an egg wash by beating together 1 egg and a splash of water. Use a pastry brush to brush the egg wash over each bun.
Transfer the baking sheets to the oven and bake for 10 to 12 minutes or until the buns are well browned. Switch the pans in the oven after about 6 minutes to ensure even browning on both pans. When the buns are golden brown on top and on the bottoms, take out of the oven and slide the parchment onto the counter to let the buns cool. Enjoy your teatime treat!