Preheat the oven to 350 degrees F (180 degrees C). Line a pie dish with thinly rolled pie dough. Remove fins from fish and wipe off scales. Slit and gut them and fill the cavities with chopped onion and herbs. Arrange round the dish with heads to the rim. Cover with pie dough, and make a slit by each head. Pull the heads through the dough. Dissolve the saffron in the milk. Brush the pie dough with the saffron milk, and bake for about 35 minutes.