1. Saffron preparation: Soak saffron pistils in 20 g of warm milk for about 40 minutes.
2. Preparing the mixture: In a saucepan, pour the remaining milk together with the cream and vanilla pod.
   Add the sugar and bring to a boil, stirring constantly.
3. Chilling and adding the egg whites: Let the mixture cool, remove the vanilla pod, add the egg whites and whisk to combine.
   Finally, add the milk with the rehydrated saffron pistils.
4. Bain-marie cooking: Pour the mixture into 6 small pudding molds and place them on a baking sheet containing hot water.
   Bake in a bain-marie oven for about one hour at 170 degrees.
5. Cooling and resting: Remove from the oven and let the molds cool in the cooking water.
   Next, place them in the refrigerator for at least 2 to 3 hours.
6. Serving: Turn the molds upside down onto serving plates and serve the saffron pudding.

Enjoy your saffron pudding, a dessert with a delicate and aromatic flavor, perfect to end any meal on a high note.