Preheat your oven to 350°F / 175°C.
In a small bowl, combine 1 tablespoon (15 ml / 0.5 fl oz) of boiling water with the crumbled saffron threads.
Stir and let it steep for 5-10 minutes to release its color and flavor.
In a separate large bowl, whisk together the all-purpose flour, baking powder, and salt.
Set aside.
To the bowl with the saffron water, add the sugar and extra virgin olive oil.
Using an electric mixer or a whisk, beat until the mixture is light and well-combined, about 1-2 minutes.
Beat in the eggs one at a time, mixing until the batter becomes creamy and fluffy.
Stir in the orange zest and Grand Marnier (or orange juice).
Gently pour the wet into the dry .
Mix with a spatula just until no dry streaks of flour remain.
Do not overmix.
Using two teaspoons or a small cookie scoop, drop mounds of dough about 2-3 inches apart onto ungreased baking sheets.
Bake for 12 to 15 minutes, or until the bottoms are lightly golden brown. The tops will remain pale.
Immediately transfer the cookies to a wire rack to cool completely. Store in an airtight container at room temperature for up to 3 days.
