Combine the milk and saffron threads in the bowl of a stand mixer and let sit for 15 minutes, stirring periodically. The mixture should turn an egg-yolk yellow color.
Add in the sugar and yeast and let sit until the yeast has bloomed.
Give the mixture a stir. Crack and beat the egg, reserving 1 teaspoon for later, and gently beat the rest of the egg into the mixture. Then add in the flour one cup at at time, mixing with a dough hook attachment after each cup.
Cut the butter into small chucks and add into the dough while the mixer is on low speed. Continue kneading the dough in the mixer for 5 minutes.
Remove the dough from the mixer and form into a ball. Set inside a greased bowl and let rise for one hour.
To begin shaping the buns, divide the dough in half and pull from the first half to roll out thin 6"-long strands. Twist the edges in to get the backward "S" shape and place on a greased baking sheet.
Place two raisins in the roll, one in each twist of the "S".
Beat the reserved teaspoon of egg with 1 tablespoon of water and brush over the buns before baking at 350°F for 12-15 minutes. Remove from oven and brush with butter. Enjoy!