Peel the prawn, leaving the tail shell intact, then de-vein them by making a shallow cut along the back and lifting out the dark intestinal vein with the point of a sharp knife. Place the prawns in a bowl, mix in all the ingredients for the first marinade and set aside for 10 minutes.
Heat the oil in a large, heavy-based frying pan, add the prawns and sear quickly so they curl up. Remove from the heat immediately and set aside to cool.
For the sauce, put the almonds and cashew nuts in a pan, add enough water to cover and bring to the boil. Simmer until soft and then drain. Blend to a smooth puree with a little water in a food processor or blender.
Heat the ghee or clarified butter in a heavy-based pan, add the bay leaf, crushed cardamom and onion and sauté until the onion is golden. Add the ginger and green chilli and sauté for 1 minute, then add the turmeric and sauté for about a minute longer, until everything becomes bright yellow. Add the almond and cashew puree and cook, stirring frequently for 3-5 minutes. Add the fish stock or water and simmer for 2-3 minutes, until the sauce turns glossy. Stir in the saffron infusion and cook for 1 minute. Stir in the salt and sugar, followed by the cream and garam masala. If the sauce is too thick, dilute it with a little more fish stock or water. Remove from the heat and keep warm.
Mix together all of the ingredients for the second marinade and dip the prawns in it. Thread the prawns n bamboo skewers, piercing the skewer through the tail of each prawn and taking it out through the tip of the head. Cook for 5-6 minutes in an oven preheated to 200degrees/400F/gas mark 6. Divide the sauce between 4 serving plates. Remove the prawns from the skewers, place on top of the sauce and serve.