Place the instant yeast in a small bowl, add the sugar and 1/4 cup of the water and stir. Cover and keep aside for 10 minutes or till it turns frothy. If it does not, discard and start again with a new package of yeast.
To the remaining water, add the saffron and keep aside. Prepare the egg wash by mixing the egg with the water.
In a large bowl sift the flour, salt & milk powder together. Add the activated yeast and mix. Add the saffron water in parts till you get a very sticky dough. Do not knead. Leave the mixture in the bowl. Cover the bowl with a lightly oiled cling film and keep in a warm place till it doubles in volume.
When the dough has doubled, preheat the oven to 260 degrees C or to the highest setting of your oven for 30 minutes. Place a large baking sheet inside the oven. The baking sheet needs to be very hot.
While the oven is preheating, divide the dough roughly into 8 portions. Dust your fingers with flour and scoop out each portion, lightly roll into a ball and pat into a flat disc of about 3". Keep aside.
When the oven is ready, remove the baking sheet carefully and place the prepared discs of dough on it.
Quickly brush the surface of the discs with the egg wash and sprinkle the sesame seeds on top
Return the baking sheet back to the oven and bake for about 4-5 minutes or till the breads puff up. Keep an eye out after 3 minutes. Switch the mode of the oven from baking to grilling if you want evenly browned tops.
Remove and allow to cool completely. Serve warm with a dip of your choice.