Put the saffron in a small heatproof bowl and pour over the measurement water. Leave for 10 minutes to infuse.
Mix together the garlic and egg yolk in a bowl. Gradually whisk in the oils, a drop at a time, increasing the amount of oil added as it starts to thicken. When all the oil has been added and the mixture has thickened, stir in the saffron water and season with salt and a little lemon juice to taste.
Serve the langoustines with the aioli for dipping.