Grind the saffron threads using a mortar and pestle until fine and steep the saffron in how water or over ice until the water is room temperature.
Place the sugar in a medium bowl and add two teaspoons of saffron water. Using clean or gloved hands, mix thoroughly until the liquid is evenly absorbed and the mixture resembles damp sand. If needed, add an additional teaspoon of saffron water to achieve a workable texture.
Spoon the sugar mixture into the mold’s cavities, heaping it slightly. Then press it down firmly to ensure it’s tightly packed and takes on the shape of the mold. Proper compaction is key to helping it hold together. Use the back of the spoon to help.
Leave the filled molds at room temperature to dry. Depending on the sugar’s initial consistency, the humidity in your environment, and the size and depth of the molds, drying can take anywhere from 1 hour to overnight.
Gently unmold, then let the sugar cubes sit at room temperature until they are completely dry throughout.