Mix the saffron with milk and set aside.
Make the crust by mixing together the flour, sugar, walnuts, saffron and butter. The mixture will be crumbly.
Grease the bottom of an 8 X 8 inch baking pan. Pat in the crust with your fingers, making it an even layer.
Preheat the oven to 350 degrees. Bake the crust for 15 minutes. Remove.
While the crust is baking, make the cheesecake topping.
Mix together the cream cheese, sugar, saffron with almond milk, and vanilla extract until you have a very smooth, creamy mixture.
Spread it on top of the walnut-flour crust in an even layer. Use a spatula to smooth over the top.
Return to the oven and bake 25 minutes.
Cool on a rack and then cut into 16 squares.