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Stir together the 2 tablespoons milk and the yogurt until smooth. Once the milk has reached 110 degrees F, carefully pour in the milk and yogurt mixture and stir to combine. Cover with plastic wrap and a lid and wrap the bowl in a blanket. Let rest undisturbed in a warm dry place for 3 to 4 hours. Scoop the yogurt into a strainer to remove the liquid, and then pour the strained yogurt into a bowl. Mix in the saffron until incorporated.