First make the aioli so it has time in the fridge. Whisk together the egg yolk and mustard then gradually add the olive oil in a steady stream until the mixture thickens
Once the oil has been added, whisk in the garlic, saffron, and then add seasoning and lemon juice to taste. Leave to chill for at least 30 minutes
Brush the king crab legs with oil and cook on a hot barbecue or griddle for 5-6 minutes a side until smoking hot
Serve with plenty of aioli to dip
Phil's Tips
The shell of the king crab legs is surprisingly thin, simply use a pair of kitchen scissors to cut open the legs to access the meat