Bring the milk to a boil, and let it simmer till it reduces to 2 cups, you could simmer it down to half of what you started with if you would like it thicker, which as I understand is how it should be.
Meanwhile toast 8 to 10 almonds on 160C for 7 to 8 minutes. Keep checking to ensure that they don’t burn.
Dissolve half the saffron in 1 tsp warm milk and add it back to the rest. Keep the other half for garnishing. Just leave the remaining saffron in your still warm oven after the almonds are done for half a minute or so. Warming it intensifies the flavour of saffron.
When the milk is reduced to a thickness you like , add the sugar and leave it to cool. The milk will thicken a bit more after cooling.
Once it cools completely, mix the orange segments, sprinkle toasted almonds and saffron.