In a small saucepan over medium heat, heat the milk and saffron until milk is steaming, stirring occasionally and being careful not to let the milk boil over. When milk starts to bubble, remove from heat, strain out the saffron threads, and allow to cool for 10 minutes.
When milk is cool but still warm to the touch, pour it into a large bowl or the bowl of a stand mixer fitted with the dough hook. Add the yeast, mix with a fork, and allow the yeast to activate for 5-10 minutes.
When the yeast has activated, whisk in the melted butter, sugar, eggs, and salt. Whisk until everything is completely combined.
Turn the mixer on low (or mix with a wooden spoon) and start adding the flour. Continue to mix until a soft dough forms and pulls away from the sides of the bowl. If dough is too sticky, add more flour 2 Tablespoons at a time until dough resembles PlayDoh and snaps when you pull it apart.
Pour the dough out onto a lightly floured surface and knead by hand a few times. Spray your bowl with non-stick spray and place the dough ball into the bottom of the bowl. Flip the dough ball over to coat the top, and then cover the bowl with a lid or towel and place in a warm environment. I like to heat my oven to 200ºF (93ºC), turn it off, then leave the door cracked with the bowl inside. Allow dough to rise until double in size, about 1 hour.
After dough has doubled, punch down the dough and turn out onto a lightly floured surface. Divide dough into 12 equal pieces (I like to use a kitchen scale here), then roll each piece of dough into a 15" log. Allow logs to rest about 10 minutes before shaping into buns.
Line two large baking sheets with parchment paper or silicone baking mats. Set aside.
Shape each log into an "S" shape: grab each end of the log and turn counter-clockwise toward the center. Place each shaped bun onto prepared baking sheet, 6 to each sheet. Allow to rise another 30 minutes.
When you are ready to bake the buns, place the oven rack in the center position and preheat to 375ºF (191ºC).
Brush each bun with the egg wash and sprinkle with pearl sugar, if using. Bake the buns for 20-22 minutes or until buns are lightly browned on the tops. Remove from oven and allow to cool for 10 minutes before serving. Store leftovers covered at room temperature up to 5 days. Buns freeze well, up to 2 months. Thaw at room temperature and warm to serve.
Notes
Saffron: this is a potent spice. If you aren't sure you like it, start with ¼ teaspoon. If you know you like it, bump it up to ½ teaspoon. If you know you don't like it, you many omit it completely.
All nutritional values are approximate and provided to the reader as a courtesy. Changing ingredients and/or quantities will alter the estimated nutritional calculations.