Put the garlic in a large bowl and tip over a kettle of boiling water. Leave for 20 seconds then pour into a colander, return to the bowl and pour over lots of very cold water. The skins should now peel off very easily.
Put the vinegar, sugar and saffron into a saucepan, bring to the boil and simmer for a minute or two.
Put the peeled garlic into a 500ml sterilised Kilner® Jar adding the fennel, peppercorns and bay as you go. Carefully tip the hot vinegar into a jug then pour over the garlic completely covering the bulbs.