Place the crushed saffron threads in a small bowl and add the hot water. Let stand for a minimum of 1 hour or let steep overnight. This allows time for the flavor of the saffron to fully transfer to the liquid.

In an electric mixer or by hand, beat the softened butter and confectioners’ sugar together until light and fluffy (about 2 minutes). Combine the vanilla with ½ teaspoon of the saffron-infused liquid and add to the butter and sugar. Add the flour until just combined. The mixture will form a soft dough.

Butter an 8-inch square baking pan. Pat the soft dough evenly into the prepared pan; cover with clean kitchen towel and refrigerate until firm, about 25 minutes.

Preheat oven to 325 degrees.

Remove pan from the refrigerator. Cut into 1 inch by 4-inch-long pieces with a sharp knife.

Poke all over with a fork, so the shortbread dough will release moisture and cook evenly. Brush remaining saffron-infused liquid over the top with a pastry brush. Using a fine mesh strainer, sprinkle the granulated sugar evenly over the top.

Bake until firm and golden around edges, about 30 to 35 minutes. Let cool slightly in the pan on a wire rack, then re-slice the pieces with a sharp knife. Let cool completely on the rack.

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