1) Boil or microwave the whole mangoes until soft.
2) Peel the mangoes and remove the seeds.
3) Mash the mango pulp in a large bowl with a fork. Alternately (for a smoother jam) puree the pulp in a food processor.
4) Combine the water and sugar in a tall pot. Bring to a boil over medium-high heat, stirring frequently. Continue boiling until fine threads form (~5 minutes).
5) Add the mango pulp to the sugar-water mixture; stir well.
6) Stir in the saffron thread, lime juice, and vanilla extract. Continue boiling over medium-high heat, stirring frequently, until the mixture thickens (~5-10 minutes).
7) Can in sterilized jars or pour into a glass and enjoy immediately after cooling!
Refrigerate whatever remains. But if you share with friends and serve with Finn Crisp and Finlandia, that will be nothing!