In a small saucepan, combine vinegar, saffron, and onion, and bring to a boil. Cook over high heat until reduced to one-third of the original volume. Remove from heat, and stir in mustard, sugar, and lemon zest and juice. Place mixture in the bowl of a food processor or blender, and, with the motor running, slowly drizzle in oil until mixture is emulsified. Season with salt and pepper.