Mix together the flour and gram flour in a mixing bowl until well combined. Mix in the water and yogurt, mix thoroughly.
Mix the batter for 5-7 minutes until you reach a ribbon stage. Add the baking soda. Pour the batter in a pipping bag or squeeze bottle.
Keep the sugar syrup warm and add the saffron threads to the syrup. Heat the oil over medium heat. Pipe the batter into the hot oil into a spiral. Fry until it's lightly brown on both sides. Immediately transfer the fried jalebis to the syrup. Toss the coat the jalebis. Drain off any excess syrup and serve.