Place the saffron powder (or threads) in a small bowl and pour the boiling water over it; let steep for 5 minutes.
Using a sharp knife, score each chicken piece three times with deep slashes to help the marinade penetrate.
Combine the steeped saffron and water with the remaining ingredients (salt, cumin, coriander, cinnamon, paprika, turmeric, chilli powder, black pepper, yogurt, lime juice, ginger, and garlic) in a large bowl or directly into a large zip-top bag.
Add the scored chicken to the marinade, remove most of the air if using a bag, seal, and massage to evenly coat the chicken.
Refrigerate the chicken and marinate overnight for best flavor.
When ready to cook, heat a lightly oiled grill pan or frying pan over high heat until very hot.
Place the marinated chicken pieces in the hot pan and sear until the bottom is darkened; flip and sear the other side until also darkened and the outside is caramelized.
Test doneness by inserting a knife into the thickest part; if not cooked through, add a splash of water to the pan to loosen browned bits and transfer to a 350°F (180°C) oven for about 10 minutes or until fully cooked.