Cut a lengthwise slit in each chile; discard seeds and stems. Combine chiles and boiling water. Cover and let stand 10 minutes. Drain chiles through a fine sieve over a bowl, reserving 1/2 cup soaking liquid. Place chiles, onion, and next 9 ingredients (onion through garlic) in a food processor; process until smooth. Combine chile mixture and reserved soaking liquid in a small saucepan. Bring to a boil; reduce heat, and simmer 15 minutes.
Spoon yogurt onto several layers of heavy-duty paper towels; spread to 1/2-inch thickness. Cover with additional paper towels; let stand 5 minutes. Scrape into a bowl using a rubber spatula. Add juice, 1/4 teaspoon salt, and saffron; stir well. Cover and refrigerate.
Place tomatoes in a nonstick skillet over medium-high heat. Sauté 10 minutes or until lightly browned, and cool. Cut a slit in each tomato; mash gently. Discard seeds.
Preheat broiler. Peel shrimp, leaving the tails intact. Starting at tail end, butterfly each shrimp, cutting to, but not through, underside of shrimp. Brush shrimp with about 1/2 cup chile mixture; arrange shrimp on a broilerpan coated with cooking spray. Broil 6 minutes or until shrimp are done.
Place 1/2 cup yogurt mixture in a small heavy-duty zip-top plastic bag, and seal. Snip a tiny hole in 1 corner of bag; drizzle yogurt mixture over each of 6 plates. Arrange 1/3 cup watercress evenly over yogurt. Top with 3 shrimp and 4 tomatoes. Sprinkle with cilantro and chili powder.