1. In a small saucepan over low heat, warm milk and saffron until side of milk gently boils. Continue to cook for 5 minutes, stirring and pressing strands frequently to release color.
2. Evenly divide the milk between two small mixing bowls. Add Wensleydale cheese to one and Blue Stilton® to the other. Using forks, mash and stir both to combine. Using 2 one-quart zipper-seal bags, spoon mixture into each bag. Snip bottom corner of bags.
3. Split dates down one side. Remove and discard pits. Pipe cranberry cheese mixture into center of 16 and Blue Stilton® cheese mixture into the remaining. Garnish with pistachios and cranberries. Serve.