Soak the saffron strands in the warm milk.
Once you have made the chenna and kneaded it to a smooth-ish consistency, add the sugar, salt and cardamom powder to it.
Knead again lightly with your fingertips until the mixture is well combined.
Transfer to a pan and cook on low heat to remove the rawness of the chenna.
The mixture will start to let out some moisture and turn soft and mushy. Keep stirring until it starts to leave the sides of the pan. If you overcook, the chenna will turn dry so stop when the mixture is moist and coming together as a lump.
Transfer to a bowl and add the saffron+milk if you'd like (I just dabbed the strands on after shaping). When the mixture is warm, shape into small balls, and flatten lightly. You can use moulds at this stage (check notes) too.
If you want a milder kesar flavour like me, add some saffron strands on the shaped sandesh.
You can serve this immediately or you can serve chilled after refrigerating for at least 30 minutes