Since this aioli will keep in the fridge for several days, it is good to have around when you plan on eating fried food. I also like it with very simply poached meats, especially any breast from an upland game bird: turkey, pheasant, partridge, etc. It also works well with chicken or any white fish.
Crumble the saffron threads into the hot water in a small bowl. Let them steep 10 minutes.
In the bowl of a blender, briefly buzz the garlic, lemon juice, salt and egg yolks to combine. Add the saffron and the water and buzz until smooth.
With the motor running, drizzle in the olive oil until the whole thing emulsifies into a mayonnaise-like consistency. Taste for salt and acid, adding a little lemon juice and salt if needed.
Serve the aioli cold. It should last in the fridge for several days.