In a small bowl, combine milk and saffron. Stir to combine. Leave to sit for at least 10 minutes.

Heat water to 115 – 120 F.

Add to a shallow bowl with the sugar. Give it a quick stir. Sprinkle yeast on top. Leave for 5 minutes, until foamy.

In the bowl of an electric mixer, combine flour, salt and oil. Add saffron milk and proofed yeast. Knead for 5 minutes until smooth and elastic, adding up to an extra ½ cup of flour as necessary.

Transfer to a lightly floured surface and shape into 6 balls, flouring your hands as necessary if the dough sticks to your hands.

Cover with a kitchen towel and leave to rise until almost double in size, 30-45 minutes.

Preheat oven to 400 F.

Place a piece of parchment paper on a cookie sheet or spray with non stick spray.

In a pot, bring the 6 cups of water with the baking soda to a simmer, about 185 – 190 F.

Place each roll in the water for 1 minute, flipping over halfway through. Transfer to a strainer to drain excess water. Transfer to prepared cookie sheet.

With a sharp knife, make an X on the top of each roll.

Make the egg wash by whisking the egg with 1 tablespoon water.

Brush the top with the egg wash and sprinkle each roll with a pinch of the maldon salt.

Bake for 20 minutes, until golden brown.