Line a large bowl with a double layer of cheesecloth and pour in the yogurt. Gather the corners of the cloth and tie them into a tight bundle. For best results, hang the bundle so the whey drains freely for 5 to 6 hours, or place it in a colander with a heavy weight on top and let it drain overnight in the refrigerator. You are looking for a thick, creamy consistency that is noticeably firmer than Greek yogurt.
Transfer the strained yogurt into a large mixing bowl. Using a slotted spoon or whisk, whip vigorously for about 5 minutes until completely smooth, creamy, and lump-free.
Add the powdered sugar and continue mixing for another 5 minutes until the sugar is fully incorporated and the shrikhand is silky-smooth.
Add the mango pulp and mix well for about 5 minutes until the shrikhand is beautifully smooth and creamy.
Garnish with saffron strands, cover, and refrigerate for at least one hour or overnight before serving.
Just before serving, give it a gentle stir so the saffron color blooms and swirls beautifully through the shrikhand.