Crumble the yeast into a large bowl. Melt the butter in a bowl, add milk and pour into the bowl with the yeast. Stir until the yeast is dissolved. Add the Greek yoghurt, saffron, Hermesetas Granulated and salt and stir. Add the flour a little at a time, stirring continuously, until all the flour has been incorporated. Knead the dough thoroughly for 7 minutes until it is mixed and smooth and comes away from the sides of the bowl. Cover the bowl with a moist cloth and leave the dough to rise in a warm location for 40 minutes. Turn the dough out onto a floured surface and knead thoroughly. Divide the dough into 13-15 equal pieces and roll each of them into a ball. Grease a large spring form tin, pie dish, lasagne dish or similar and sprinkle with flour. Tap off the excess flour. Place the balls side by side on the tin, cover with a moist cloth and leave to rise again for 30 minutes.
In the meantime, preheat the oven to 225 °C. Break the egg into a bowl and whisk it. Brush the buns with the egg. Bake the buns in the middle of the oven for 11 minutes or until golden.