Add 1/2 cup heavy cream into a microwavable container and microwave until it gets hot (begins to boil). Remove from microwave and stir in saffron threads (crush with your finger tips before adding into the cream). Let cream cool to room temperature. Cover, and place in the refrigerator until chilled (several hours or up to 2 days).
Alternatively, you could heat cream in a small saucepan over stovetop.
I usually make mango puree and saffron cream at the same time. So, both are chilled well and ready to go to make mango kulfi.