In a bowl, add marsala wine, place the saffron and let it sit for about 5 minutes.
Add rest of the ingredients except butter to the bowl and give it a mix.
Now, add butter and using a wooden spoon or a small whisk, combine everything properly.
Layer a plastic wrap and pour half of the butter mix on it.
Roll it and fold it tight at the edges with some thread.
Repeat it with the rest of the butter in another plastic wrap and let both the logs chill in the fridge.