Heat milk in a thick-bottomed vessel and bring to a boil. Reduce heat and simmer for ten to fifteen minutes.
Take malai peda, kalakand, kaju katli and gulab jamuns in a mixer. Add a little milk and puree.
Transfer into a deep bowl. Add the thickened milk and mix. Pour the mixture into kulfi moulds. Sprinkle saffron strands and almond pieces on each.
Screw the lids on the cones and keep them in the freezer to set.
Once set unmould and serve immediately.