Dry roast the makhana, cashews, and pistachios until lightly crisp and aromatic. Let them cool completely.
Soak the saffron strands in 1/2 cup warm almond milk or regular milk for 5-10 minutes.
Add the roasted makhana, cashews, pistachios, Greek yogurt, saffron milk, and honey to a blender. Blend until smooth and creamy.
Transfer the pudding into serving cups and garnish with chopped pistachios.
Refrigerate for at least 30 minutes, or up to 4 hours, for the best texture and flavor. Serve chilled.