Preheat oven to 400° F.
Toss cherry tomatoes with 3 tablespoons of olive oil and a pinch of sea salt; place in single layer on sheet pan. Roast until nice and blistered, approximately 35 minutes.
While tomatoes are roasting, prepare yogurt sauce. Soak saffron threads in 2 tablespoons of hot water for approximately 5 minutes. Add this to the Cashewgurt, crushed garlic, lemon juice, and remaining olive oil and whisk till well incorporated. Season with sea salt to taste and drizzle sauce over blistered tomatoes.
Serve with grilled French bread, over basmati rice or other favorite grain.