Grind cashews in a mixer to a fine powder.
Cut pistachios into very small pieces.
Add sugar and water in a non-stick pan, and start heating on medium flame.
Add saffron strands and stir.
When sugar dissolves in water lower the flame.
Add powdered cashews after water thickens a "bit" . (See note below.)
Keep stirring with a spatula till the mixture begins to leave (stop sticking to) the pan and spatula. (Make sure you are cooking on low flame.)
Transfer the mixture to a plate and allow it to cool to a temperature whereby you can touch it. (You can keep poking it with spoon or a fork to hasten the cooling process.)
Grease your hands and knead a dough from the mixture. (If required, you can add a bit of ghee to make the dough smooth.)
Grease the reverse side of a plate with ghee and roll out the dough on that plate.
Sprinkle the pistachio pieces on top and roll it once more so that the pieces get embedded in the mixture.
Allow it to set for 15-20 minutes and then cut in diamond shapes using a knife or a cookie cutter.