Take a large heavy bottomed or a non-stick pan. Put it on medium-high heat. Add coconut, milk, mango pulp and sugar. Mix well.
Keep stirring continuously for about 15 mins.
The mixture will start to thicken and may stick to the pan. Keep scraping it off the pan and mix. Make sure the mixture is thickening without burning. The color should slowly deepen from yellow to orange.
Add half of the saffron. Mix well and cook for another 5 mins.
Lower the heat to medium-low as the bottom starts to brown and the mixture starts to form a ball. Cook for another 5 mins.
Turn the heat off. Take the mixture out in a greased pan or a parchment lined tray. Press evenly with the back of a spatula ( a silicone spatula works well).
Make half an inch thick layer by tightly pressing the mixture down and sideways to form a square.
Garnish with more saffron, nuts. Cut into squares big or small, allow to chill and enjoy! If they happen to last for more than a day(which is rare) keep refrigerated.