Preheat the oven to 180C/350F/gas 4.
Grease the dariole moulds with butter and arrange on the baking sheet.
To make the pastry place the butter and icing sugar in the mixing bowl and whisk together with the electric hand whisk until smooth and pale in colour. If using a food processor, place the butter and icing sugar in the processor bowl and whizz to a smooth paste.
Add the beaten egg and continue whisking until fully incorporated. Or add the beaten egg to the processor bowl and whizz until fully incorporated.
Add the flour and salt and fold in until you have a very soft dough. Or add the flour to the processor bowl and process until you have a very soft dough.
Wrap in clingfilm and chill for 1 hour.
Remove the pastry from the fridge and bring up to room temperature.
Take knobs of pastry and use your fingers to mould upwards to line the sides of the dariole moulds.
Keeping the lined moulds on the baking sheet place them in the fridge for 20 minutes or so.
Scrunch up pieces of baking paper large enough to line each mould.
Drop in enough baking balls to fill the moulds, place the baking sheet in the oven and blind bake for 10 minutes.
Take them out of the oven, carefully remove the paper and baking balls and return to the oven for a further 10 minutes until the pastry is cooked through. Allow to cool while you make the filling.
Reduce the oven temperature to 130C/250F/gas 1.
Place the cream in the saucepan and bring to the boil. Immediately take off the heat, add the saffron strands and leave to infuse for half an hour. Stir occasionally as the saffron starts to colour the cream.
Place the egg yolks and sugar in the mixing bowl and whisk together until thick, creamy and pale in colour.
Add the infused cream and whisk in.
Place the custard into a jug and carefully fill each lined mould with it.
Place the baking sheet with the daryols on it in the oven and bake for 25 minutes or until the custard has set but retains a slight wobble.
Remove from the oven and allow to cool to just warm before very carefully removing from the moulds. You will need a thin knife to do this.
Place on the cooling rack and allow to cool to room temperature.