Crush the saffron in a mortar and pestle or in a bowl with the back of a spoon. Add 3/4 c boiling water, stir, and let cool to room temperature. Add 1/2 c ice water.
Combine saffron and water with remaining dough ingredients in work bowl of a stand mixer with the dough hook in place. Stir on low until well combined, about 3 minutes; dough will be very stiff. Increase speed to medium and knead until gluten is well-developed, about 5 minutes, depending on your mixer.
Transfer dough to an oiled bowl and cover with plastic wrap. Allow to rise at room temperature for one hour, then punch down. Allow to rise for a second hour.
Lightly flour the counter and turn out the dough. Divide dough into three equal pieces; cover the unworked pieces with a damp towel.
For a Sabbath loaf, divide the working piece in three or six, and braid. For a High Holidays loaf, roll the dough into a long taper (36"), then coil. Alternatively, form into two tapered strands (24" each), twist together, then coil to form a rosette. See the link referenced in the head note for pictures. Form the remaining loaves.
Place loaves on a baking sheet lined with parchment. Beat the remaining 1 egg with 1 tsp water. Brush this onto the loaves. Cover with plastic wrap and let proof at room temperature 1.5-2 hours, until the dough springs back slowly when poked.
Meanwhile, preheat oven to 380°F When fully proofed, brush loaves with a second coating of egg wash and place in preheated oven for about 30 minutes, until crust is dark, shiny brown. Cool on a wire rack.