First, you will want to peel the almonds. Soak them in hot water for 20 minutes. Remove them from water and use your fingers to remove the peel - they will slip right off.
Using a mortar and pestle, roughly grind the almonds. Once almonds are roughly ground, add saffron threads and crush lightly.
In saucepan, combine all ingredients and bring to a boil on medium heat. Make sure to stir frequently as to not to allow the milk to scorch. You will see the saffron turn the milk into a beautiful golden color.
As soon as the milk begins to boil, turn heat down to low and simmer for 5 minutes.