We don’t have “true” saffron milkcaps in the sense that it’s a group of very similar edible species and the ones we have aren’t the same as the European original Lactarius deliciosus. (Details: Lactarius deliciosus group (MushroomExpert.Com) )
However, we mainly seem to use the same common name in North America for this group. (Example: Saffron Milk Cap (Lactarius deliciosus) in Ontario)
We also have a bleeding milkcap, Lactarius sanguifluus, that looks extremely similar but has red latex instead of orange.
In my experience they taste similar and both pretty underwhelming, kind of a “generic wild mushroom” flavor. Bleeding milkcap might be slightly better.