In a 6-8 quart pan over high heat, stir milk and sugar until simmering. Over medium-high heat, boil until reduced to 2 cups, 25-35 minutes, stirring often; slide pan partially off heat if milk threaten to boil over. Let cool; to speed cooling, set pan in ice water. Place saffron in a small bowl. Add boiling water, stir, and let stand for 5 minutes. Break up threads with a small spoon. Scrape mixture into warm reduced milk mixture. Set paper cups in a rimmed pan. Or, to make cones, cut 8 pieces of parchment or waxed paper into 7-1/2" squares. Fold each piece in half to make a triangle. With long edge toward you, bring 1 of the 45' angles to the top of the triangle, then roll toward other angle. To close hole at bottom, starting from the top, press 1 inside sheet to tyhe opposite side. Tape the cone in a few places to hold it together. Support each cone, pointed end down, in a cup slightly taller than the cone; set cups in a rimmed pan. Divide milk mixture among cups or cones. Freeze until kulfi is thick but not hard, 1 to 1-1/2 hours; then, if desired, push an ice cream stick into each container. Freeze until firm, about 2 hours longer. To eat, peel off paper. To store, seal kjulfi (still in cups or cones) in a parge plastic bag; freeze for up to 2 weeks. Per serving: 143 calories; 6 grams protein; 6.1 grams fat; (3.8 grams saturated fat); 17 grams carbohydrates; 90 milligrams sodium; 26 milligrams cholesterol.