• Grind the saffron with a pinch of sugar using mortar pestle into a fine powder. Add warm milk and let infuse.
• Add the butter and sugar to the bowl of your stand mixer. Cream them for 2 minutes until fluffy. Add the saffron and orange zest and mix well.
• Add the sifted flour to the butter mixture and blend well. Dump onto your work surface and knead well with your hands to mix well and make a soft dough.
• Wrap the dough in the cling film and chill for at least 15 minutes.
• Line two cookies sheets with parchment.
• Unwrap the dough and roll it into a ¼ inch thickness using rolling pin on a lightly floured surface.
• Using a 2 inch biscuit or scalloped cookie cutter, cut the dough. Place the cookies on the parchment about an inch apart. Gather the scraps and repeat until all the dough is used up.
• Chill the cookies for 15-20 mins before baking.
• Preheat oven to 350 F. Bake the cookies for 13-16 minutes until they are starting to slightly brown on the edges. Dont overbake.
• Pull out the sheets, let cookies cool on the sheets for 5 minutes before transferring to a wire rack.

Making the filling

• While the dough and cookies chill, make the filling. Place all the ingredients in the bowl of a stand mixer and mix for 2-3 minutes until well combined. You can transfer to a piping bag to make it easier to fill the cookies.
• Once the cookies are completely cooled, fill one cookie with about a tablespoon of filling and make a sandwich with the second cookie.Store in an air tight container.