Begin by crushing the saffron stamens into a powder in a bowl, then add a tablespoon of warm milk and leave to steep for 10 minutes, to maximise the flavour.
Whisk butter, caster sugar, vanilla extract and saffron lightly in a bowl. Whisk the egg and add to the butter mixture in 3 additions, whisking in-between.
Place the flour and baking powder in a separate bowl and stir well. Add to the wet ingredients stir to form a smooth dough. Wrap and place in the fridge for a least 3 hours.
Set the oven to 175C fan.
Remove the dough from the fridge and divide into 30 pieces, rolling each piece into a ball.
Roll each ball in caster sugar then follow with a generous amount of icing sugar.
Bake in the centre of the oven for 12-14 minutes until the surface crackles. Love eaten soon after they have been baked. They will keep for 3-4 days in an airtight container.