Place the saffron in a teacup, pour over the hot water and leave to one side.
Melt the butter in a heavy-based frying pan over a medium heat. Cook the onion with the bay leaves, cardamom seeds and husks, nutmeg and a large pinch of salt for 6 minutes or so, stirring occasionally, or until the onion softens and turns golden. Add the garlic and curry powder, stirring constantly for a minute longer so as not to let the garlic burn. Pour in the vermouth and, just before it has all evaporated, tip in the coconut milk and the saffron with its water.
Turn off the heat. Toast the almonds in another pan with no oil over a medium heat, stirring occasionally. When golden, transfer to a small bowl. Put the prawns into the curry sauce and, returning it to the heat, bring it to a gentle simmer (do not boil it!). Cook for a couple of minutes before swirling in the cream. Season carefully and scatter with the toasted almonds.
Make sure it is evenly divided and eat with buttered rice.