Stir the flour with the saffron in a bowl, add the little butter flakes, the salt, pepper and mix everything until you get a smooth paste. Add the grated Parmigiano Reggiano DOP and mix again until the ingredients are completely mixed.
Stretch out the dough out using a rolling pin and then, with the help of small moulds, cut out the little biscuits. Lay them on a baking tray covered with greaseproof paper.
Beat the egg and coat the biscuits. Place in a pre-heated oven at 180°C for 10 minutes. When cooked, allow the biscuits to cool for around 10 minutes then serve.