Preheat oven to 325°F and line an 8×8-inch baking pan with parchment paper.
Make the crust: Mix almond flour, melted butter, erythritol, vanilla, and salt until crumbly. Press evenly into the pan. Bake for 10 minutes, then cool slightly.
Prepare saffron: Soak saffron threads in warm heavy cream for about 10 minutes to release flavor and color.
Make the filling: Beat cream cheese and erythritol until smooth. Add sour cream, eggs, vanilla, and saffron cream. Mix just until combined.
Assemble: Pour filling over the crust and smooth the top.
Bake for 30–35 minutes, until the center is mostly set but still slightly jiggly.
Cool and chill: Let cool completely, then refrigerate at least 4 hours or overnight.
Slice and serve with whipped cream and nuts if desired.