In a small food processor or with an immersion blender, blend the egg first then add the garlic, lime zest and juice, 1/2 teaspoon salt, the saffron, and grapeseed oil and blend until emulsified. While blending, drizzle in the olive oil. If the consistency is much thicker than mayonnaise, add a few drops of water and blend again. Season to taste with salt and/or lime juice. Serve immediately with the vegetables.