Crush saffron threads in a mortar and pestle (or with back of a spoon in a small bowl) and combine them with the milk in a small saucepan. Bring to simmer over medium heat. Remove from heat and stir in butter until melted. Cool mixture to very warm, 120-130 degrees.

Meanwhile, combine flour, sugar, yeast and salt in a large bowl. Stir milk mixture into flour mixture, add whole eggs and beat until dough comes together. Turn dough onto floured surface and knead until springy, 3-5 minutes. Place in buttered bowl, cover with plastic wrap, and let rise in warm place until doubled in bulk, 1 to 1/2 hours.

Oil 2 to 3 baking sheets. Punch dough down; knead briefly. Divide dough into 6 portions, then divide each portion into 8 pieces. Roll each piece into a 7-inch rope.

Place two ropes side by side; pinch the middle two inches of their length together to join them, then curve the four ends outward and towards each other—the resulting shape will look like back-to-back capital C’s. (Alternatively, the dough may be twisted into crisscrossed S-shapes or other forms.) Repeat with remaining ropes. Place buns two inches apart on baking sheets. Let rise in a warm place until puffy, 30-45 minutes.

Heat oven to 375 degrees. Brush buns with egg yolk mixture. Bake until lightly browned, 12-15 minutes. While buns are still hot, use a little egg white to “glue” dried fruit in each of the curves. Serve warm or at room temperature.