Crumble the yeast into a bowl. Melt the butter in a pan, add the milk and the saffron and heat it to 37 degrees celsius. Pour it over the yeast, and stir till blended
Add sugar, baking soda and salt. Add flour a little at a time, and knead until the dough gets smooth and just lets go of the bowl. It will be a bit sticky, but it should not leave dough on your fingers when touching it. Let it raise for 30 minutes under a towel
Add some flour to the bench, and put the dough there. Knead it for a minute, and then cut it into 16 equal pieces. Roll each piece into a long string, approx the thickness of a finger. Then swirl it from each end into a S-shape. Put the buns on a plate with baking paper, cover with the towel and let it raise for another 20 minutes. Pre-heat the oven to 225 degrees celsius
For the best result, whip an egg with a fork and brush on the buns. Bake the buns for 8-12 minutes, until golden.