Using a pestle and mortar, grind the saffron strands with the salt until you have a fine powder.
In a saucepan, bring cream, sugar and agar to just before boiling point, stirring regularly, then lower the heat and stir until sugar has dissolved (this should only take a few minutes).
Remove from heat, then stir in the saffron powder.
Pour the cream through a strainer (to remove any lumps) and into 4 glasses.