Grind the saffron in a mortar & pestle or on a small bowl or plate with the back of a spoon.
Heat the milk in a small pot over medium-low heat, until steaming.
Remove the pot from the heat and stir in the ground saffron and 1 tablespoon of the sugar.
Allow the mixture to cool to the temperature of a warm bath.
Stir in the yeast and set aside until foamy (about 5 minutes).
Place the sugar, flour, sour cream, and salt in the bowl of a stand mixer, and mix together on low speed (with the dough hook attachment) until combined.
Pour in the warm milk mixture and continue to mix until the dough forms a ball and pulls away cleanly from the sides of the bowl.
Add the soft butter, 1 tablespoon at a time, while continuing to mix on low speed.
When all the butter has been added, turn the mixer up to medium-low and continue to knead until the dough pulls away cleanly from the sides of the bowl (this may take as much as 10 to 15 minutes).
Place the dough in a lightly oiled bowl, cover with plastic wrap, and allow to proof in a warm place until doubled in volume (about 1 hour).
Punch down the dough, knead for a few minutes on a lightly floured surface, and divide it into 18 equal portions.
Roll each piece of dough into a rope about 12 inches long.
Roll one end of the dough in a clockwise direction until it reaches the middle. Roll the other end of the dough in a counterclockwise direction until it reaches the middle, so you have a shape that resembles a tightly rolled "S."
Place the shapes on a parchment-lined baking sheet, cover loosely with plastic wrap, and allow to rise in a warm place for 30 minutes.
Preheat the oven to 400 degrees F.
Beat the egg and water together in a small bowl.
Lightly brush the egg wash on the risen dough shapes.
Place a cranberry at the center of each swirl, and sprinkle the unbaked pastries with pearl sugar or nonpariel sprinkles.
Bake for 8 to 12 minutes, or until puffed and golden.