Preheat the oven to 200C. In a small saucepan, combine the sugar, water and vanilla pod. Bring to the boil, stirring to dissolve the sugar. Stir in the saffron infusion.
Scatter the flaked almonds in a single layer on a dry baking tray. Bake for 3-4 mins, until toasted and golden. Set aside.
Cut the peaches around the natural line of the fruit, twist gently to separate the two halves and remove the stone. Choose an ovenproof baking dish that will fit the 12 halves snugly, cut side down.
Pour the hot saffron syrup over the peaches, cover with a lid or foil and bake for 20mins. After this time, remove the lid and carefully turn the peach halves over so they are cut side up. Return to the oven and bake, uncovered, for another 15-20mins, until the peaches are beginning to colour and the syrup has reduced and thickened slightly. rn
Allow to cool for 1-2 mins. Transfer to individual serving dishes and spoon the syrup over the fruit. Scatter the almonds over the top and serve with mascarpone. rn