1. Preheat oven to 400 degrees F. Steep the saffron in 2 tablespoons of hot water for 5 minutes and drain.
2. Pulse the almonds in a food processor to the consistency of fine bread crumbs. Mix with remaining ingredients, except fish.
3. Cut four 15" squares of parchment paper. Fold each square in half to create a crease then open up. Place a fillet next to the crease.
4. Top each fillet with a quarter of the almond and tomato mix. Fold the paper over the fish and vegetables, then fold the edges several times, crimping to seal the packet completely.
5. Place packets on a baking sheet and bake until the paper is starting to brown (12-15 minutes). Place the packets on plates, slit an X in each packet, and fold open to serve.