For the Saffron Aïoli: In a small bowl, combine the lemon juice and saffron and let sit for 15 minutes.
Combine the oils in a single measuring cup.
In a blender, or in the beaker of a hand blender, combine the lemon juice and saffron mixture, egg, garlic, mustard, and salt. With the blender running on the lowest speed, add the oil in a thin stream. The mayo will come together in seconds. Scrape down the sides if needed. For thicker mayo, add up to an additional 1/4 cup oil. Taste and adjust seasoning if needed. Store in an airtight jar in the refrigerator for up to 1 week.
For the Fried Gordal Olives: Pat the olives dry with paper towels. Fill each olive cavity with a whole almond. Set the stuffed olives on a clean plate.
Prepare the breading stations: combine the flour, salt, and pepper in one bowl, lightly beat the egg in a second bowl, and combine the breadcrumbs and cheese in a third bowl.
Roll one stuffed Gordal olive in the flour, then shake off the excess. Place the olive on a fork, then dip into the egg. Transfer the olive to the breadcrumb mixture and roll to coat all over. Set on a plate. Repeat to bread all the olives. For extra crunch, return the breaded olives into the egg, then the breadcrumb mixture. Refrigerate until ready to fry.
Add about 3 inches (7.5 cm) oil to a deep saucepan. Set over high heat and heat until the oil is hot but not smoking, to 350°F (175°C). Place 3 to 4 olives on a slotted spoon and carefully lover them into the hot oil. Fry until the crust is golden brown, about 30 seconds, turning them a few times so they fry evenly.
Fish the olives out of the oil and transfer to a paper towel-lined plate to drain. Repeat to fry all the olives.
Serve the fried Gordal olives from Spain warm with the saffron aïoli.
Toasting raw almonds: Place them in a 350°F (175°C) oven for 8 to 10 minutes, giving them a shake halfway through. Let cool completely, then use as directed.
Shortcut saffron aïoli: Combine 2 tbsp (30 ml) freshly squeezed lemon juice (about 1/2 lemon) with 1/8 tsp (pinch) saffron, crumbled, and let sit for 15 minutes. In a small mixing bowl, add 3/4 cup (180 ml) store-bought mayo. Add the lemon juice and saffron mixture, 1 large clove garlic, grated, and some black pepper. Whisk to thoroughly combine. Transfer to an airtight jar and refrigerate at least 1 hour before serving to let the flavors infuse.
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