To bloom the saffron: in a small sauce pot, add the saffron and lemon juice and just heat through. Allow the spice to bloom, and dye the color of the lemon juice to a dark reddish yellow.
Wash, trim and cut the zucchini, then pat dry using a clean paper towel. Crack the egg into a bowl, and whisk until mixed. Add the zucchini into the bowl, and coat with the egg. Pour the breadcrumbs, salt and paella blend into a flat tray with high sides, and coat the zucchini in the mix. Place on a baking sheet, brush or spray with olive oil, and bake for 20min. in a preheated, 400F oven, until golden brown and crispy.
Wash and trim the scallions, then brush with olive oil. Add them to the zucchini tray and let them char, while the zucchini roasts. Remove them from the oven when they have been sufficiently charred, about 6 minutes. Chop them and add them to a bowl with the mayo, the saffron infused lemon juice (you may strain if you choose to not include the saffron strands, although they are edible), salt and pepper. Mix, and transfer to a serving bowl.
Plate the crispy zucchini on a bed of baby or micro greens (optional), and serve with the aioli on the side. Can be eaten at room temperature, but much better right when they comes out of the oven.
