Simmer garlic in a small saucepan of boiling water for 5 min. While the garlic is simmering, set a rack over pan and put saffron in a heatproof saucer on rack. heat saffron 3-4 min. or until brittle. remove saucer and rack and crumble saffron into a bowl.
Drain garlic and mash to a paste with salt. Add garlic paste, mayonnaise, lemon juice and cayenne to saffron and wisk until smooth.
Chill sauce with a piece of plastic wrap touching the surface, at least one hour for flavors to develop.
(May be made one week ahead.)
Stir before serving.
Serve with steamed shrimp, lobster or stirred into fish soup.