½ ounce membrillo, cut into 1-by-¼-inch rectangles (⅛-inch thick)
½ cup crumbled mild blue cheese (such as Fourme d'Ambert or Maytag)
½ cup toasted walnut halves
Directions
In a small skillet set over medium heat, add the saffron threads and toast, stirring constantly until the threads are fragrant, about 1 minute. Remove the pan from the heat and cool the saffron. Use a mortar and pestle or the back of a spoon to grind half of the saffron threads to a powder.
In a small saucepan set over medium heat, add the honey and salt and heat until the salt dissolves, about 2 minutes. Stir in the saffron threads and powder and transfer the honey to a covered container. Set aside for at least 4 hours, up to overnight.
To serve, cut off bottom third of each head of endive. Separate the endive leaves and arrange on a serving platter. Fill each leaf with a piece of membrillo and a bit of the blue cheese. Top each with a walnut half and drizzle with the saffron honey.