In a pan bring the milk to a boil. Once it starts boiling pour the yogurt on it. Let the milk curdle. Turn off the heat and leave it for 2 mins.
Now add the chilled water to the curdled milk. Leave it aside for 2 to 3 minutes. Filter and collect the cheese in a cheese cloth or muslin cloth. Let the water drain completely. (actually it is hang for some 30-40 mins for the water to drain but I didn't want to wait that long so I squeezed and drain off the water)
Take the nuts in a small bowl. Add small amount of cheese and few crushed saffron strands, mix well and keep aside.
Add few crushed saffron strands and knead the cheese well to make into a smooth dough.
Take a small portion of the cheese in your palm. Flatten it and make small circle like puri on your palm. Add some chopped nuts in the centre of the circle. Bring all the edges together and seal it and roll it to a ball. Continue the same with the remaining cheese. They should be tiny and not big as it will double when boiling in sugar syrup.
Add sugar and water to a wide pan and bring to a boil. To the boiling sugar syrup, add cardamom powder and few saffron strands.
Add the balls one after the other gently. Cover the pan with a lid and cook for 15-20 mins on a medium flame. Gently stir every 2-3 minutes to ensure even cooking and puffing. They will double in size when done. Take a rajbhog out and slightly press it, if it comes back to original shape then its cooked.