Preheat the convection oven to 120°C (approximately 250°F). Line a baking sheet with parchment paper.
Grind the almonds in a blender very finely. Dissolve the saffron in 1 tablespoon warm water. Beat the egg whites with the lemon juice and saffron water until stiff, and gradually sprinkle in the sugar. When the egg whites are glossy and form peaks, fold in the almonds carefully.
Pour the mixture into a piping bag with a large round tip. On the baking tray, pipe uniform circles (2 cm diameter) (approximately 1 inch). Bake in the oven for about 25 minutes, leaving the oven door open very slightly. Remove from the oven and let cool.
For the filling, stir the jelly until smooth, warming slightly in a pan as needed. Spread a small amount of the jelly on 1/2 of the macarons and place the other half on top. Arrange on a platter and serve.