Scald ½ cup heavy cream in a small saucepan, add the saffron, and stir to combine. Set aside to steep for 15 minutes.
Step 2
Set the cooled tea along with the cookies next to a heavy, medium casserole dish. Dip each cookie in the chai, moistening the cookie without over-saturating them.
Step 3
Line the bottom of the casserole dish evenly with the dipped cookies.
Step 4
Pour the remaining 1 ½ cups heavy cream into the bowl of your stand mixer, add half the sugar, and beat until soft peaks form. Transfer to a medium bowl, and set aside for a moment.
Step 5
Add the mascarpone cheese to the bowl of your stand mixer with the remaining sugar. Using a microplane, grate in several grindings of nutmeg, then add several grinds of black pepper.
Pour the steeped cream into the mascarpone mixture, and beat until lightened. Fold the whipped cream into the mascarpone mixture, taste, and add more pepper and/or nutmeg if desired.
Step 6
Spread half of the mascarpone mixture over the dipped cookies in your casserole dish. Dip the remaining cookies in the tea, and layer on top of the mascarpone. Top with the remaining mascarpone mixture.
Step 7
Top evenly with the crushed pistachios, cover, and refrigerate for at least 3-4 hours before serving.