For the pastry:
Sift the flour and baking powder into a bowl and quickly work in the butter, sugar and egg.
Wrap the dough in plastic wrap and chill for 30 minutes.
Remove from the heat and let cool slightly.
Roll out the pastry on a floured work surface and lay in a deep cookie sheet.
Prick several times with a fork and bake in a preheated oven at 180°C with top and bottom heat, for about 10 minutes.
For the lemon filling:
Mix the cornstarch and vanilla flavoring with a little of the milk and the sugar.
Bring the rest of the milk to a boil, then stir in the mixed cornstarch and return to a boil.
Separate the eggs. Stir the egg yolks into the vanilla pudding with the grated lemon peel and saffron.
Beat the egg whites until they form stiff peaks and fold in.
Spread the lemon filling on the pastry and bake on the middle shelf of the oven for 30-40 minutes.
Let cool completely (preferably overnight).
Before serving dust thickly with confectioners' sugar and cut into pieces.