Take coconut, sugar, and milk in a pan. Mix well. And turn on the heat on medium.
Cook it for 15-17 minutes with stirring continuously. Cook it till all liquid evaporates.
Then add saffron-milk mixture, cardamom powder, and khoya. Mix well.
Cook it for 10 minutes with stirring continuously. It should look sticky, dry and lumpy when done.
Transfer to a greased pan and spread it evenly.
Top it up with sliced almonds or pistachios. Press nuts little bit so it sticks to burfi.
Let it cool completely. Then divide it into equal pieces.
Remove it from pan gently without breaking it.