Preheat oven to 325 °F. Place 4 small ramekins in a baking dish.
Infuse saffron: Warm heavy cream and almond milk in a saucepan over low heat. Add saffron threads and let steep for 10 minutes.
Whisk custard base: In a bowl, whisk egg yolks, erythritol, vanilla, and salt until smooth.
Combine: Slowly pour warm saffron cream into yolk mixture while whisking.
Strain and pour: Strain the custard through a fine sieve into the ramekins for a silky texture.
Bake: Pour hot water into the baking dish halfway up the sides of the ramekins. Bake 25–30 minutes until edges are set but center still jiggles slightly.
Cool: Remove ramekins from the water bath and let cool to room temperature.
Chill: Refrigerate at least 3 hours or overnight before serving.
Garnish and serve: Top with whipped cream and saffron threads if desired.