Mix the milk with 2 tablespoons sugar, 2 1/2 teaspoons yeast, and 1 1/2 cups flour in a large bowl. Stir well until you get a smooth thick batter. Cover with a plastic wrap and put in a warm dark place until the mixture doubles in size, approximately 1 hour.
Meanwhile, combine dried fruits, orange zest, and cognac in a small bowl; stir well and set aside until needed. In a separate small bowl, mix the saffron and two tablespoons hot water. Set aside to let the spice infuse the liquid.
When you see that your batter has already doubled in size, it's time to beat the eggs. In a stand mixer, beat 3 egg whites with salt until you get stiff peaks, about 3 minutes. Set aside. In a separate bowl, beat 6 egg yolks with the remaining granulated sugar until pale and fluffy. Pour in the saffron water, together with saffron threads, stir to combine.
Using a spatula or big spoon, gradually mix the yolk mixture with the butter until well combined. Then add the softened butter and mix with your hands to fully incorporate. Follow with egg whites. Continue mixing with your hands until you get a smooth, airy mixture. Then start slowly adding the remaining 3 cups flour, mix until you get a soft and moist dough. Mix the dough with the dried fruits and chopped pistachios. Knead for 1 more minute. Cover the bowl with plastic wrap and let proof until doubles in size, about 2 hours.
Divide the dough evenly between your paper baking molds, filling each mold only halfway through; try to handle it with caution and care not to disturb it too much. Let the dough rise once again in molds, for about 1 hour or longer, until the molds are 3/4 full.
Preheat the oven to 350F. Whisk the remaining egg yolk and one egg white in a small bowl. Brush the top of each Paska with the egg wash. Bake Paska for 30 to 35 minutes until golden brown and the toothpick inserted in the center comes out clean. Remove Paska from the oven and let cool completely on a wire rack.
In a stand mixer, beat the remaining 3 egg yolks with 1 tablespoon lemon juice until foamy. Gradually add powdered sugar and beat until the mixture is entirely white and glossy with no bubbles. Frost the top of each Paska with the whipped whites and sprinkle with chopped pistachios and dried fruits.