1. Separate the eggs, saving the whites for another recipe.
2. Into a small saucepan place the saffron strands, add 2 tablespoons of water and bring to the boil.
3. Remove from the heat and leave to stand for a while to allow the flavor and color to infuse.
4. When ready to use, reheat the saffron water , add the cream and bring just to the boil with constant stirring.
5. Remove from the heat, beat in the egg yolks and season to taste.
6. Keep the saffron cream sauce warm in a bain marie until required and serve or use as desired.
Take care to not allow the saffron cream sauce to boil, as this may cause the egg yolks to cook further into a sort of scrambled egg and separate from the cream.