Bloom the Saffron
Lightly crush the saffron threads and combine them with the warm milk and vanilla. Let the mixture steep for about 10 minutes to develop its color and aroma.
Prepare the Dry Ingredients
In a large bowl, whisk together the almond flour, bamboo flour, whey protein, oat fiber, psyllium husk powder, baking powder, xanthan gum, and salt until evenly combined.
Mix the Wet Ingredients
In a separate bowl, whisk together the warmed milk, melted butter, eggs, allulose, vanilla extract, and the prepared saffron mixture.
Make the Dough
Gradually add the wet ingredients to the dry ingredients, stirring until a smooth dough forms. Let the dough rest for about 10 minutes so the psyllium can absorb moisture and improve the texture.
Shape the Buns
Divide the dough into 12 equal portions. Roll each portion into a rope about 8 inches long, then curl both ends inward to form the traditional "S" shape. Press a raisin into the center of each curl.
Let Rise
Arrange the buns on a parchment-lined baking sheet, cover loosely, and let them rise until slightly puffy, about 45 minutes to 1 hour.
Bake
Preheat the oven to 350°F.
Brush each bun with the beaten egg. For a softer, more traditional texture, place a pan of hot water on the lower oven rack while baking.
Bake for 18–20 minutes, or until the tops are lightly golden.
Cool
Allow the buns to cool for about 15 minutes before serving. They are especially delicious served warm with butter.