Soak the saffron powder in warm water and set aside for 20 minutes.
Beat the butter with the sugar until fluffy.
Add the vanilla sugar, saffron, and egg.
Add the flour a little at a time.
Leave the dough to rest for an hour at room temperature.
Shape the dough into a sausage with a diameter of about 2 cm.
Leave to chill in the fridge until the dough hardens.
Cut into rounds and sprinkle with sugar.
Bake in the oven at 160°C for 8 minutes.
Once cooled, sprinkle with a bit of icing sugar for decoration, and optionally add a few saffron threads.