In a large bowl, combine ½ teaspoon of the saffron with warm water. Let it stand for 5 minutes.
Add in the yogurt, garlic, lemon juice, salt, and pepper, and mix until combined.
Add the chicken and mix very well, until all the chicken is well coated.
Cover and refrigerate for at least 30 minutes, or overnight, if possible.
Preheat a hot grill to medium heat and grease generously.
Remove the excess marinade from the chicken. Place them on the grill, and cook for 15 minutes, turning once or twice, or until the chicken reaches an internal temp of 165°F.
Once the chicken is grilled, whisk together the melted butter with the remaining ¼ teaspoon of saffron. Brush over the grilled chicken pieces.