Place the yogurt in fine mesh strainer lined with a double layer of cheesecloth and allow the water to drain over a bowl for at least 15 minutes. Meanwhile, cut and scoop out the flesh of the mangoes. Transfer drained yogurt, mangoes, and saffron to the bowl of a blender. Blend on low speed until combined, about 30 seconds. Transfer to a bowl and chill for at least half an hour. Serve as a dessert or as a traditional meal with puris .