Put the orange juice and saffron in a small saucepan and bring to a simmer over medium heat. Cook for about 1 minute, until orange juice is infused with the saffron; stir in the zest and remove from the heat to cool slightly. Whisk the orange mixture and the mayonnaise in a small bowl until combined. Season with salt and set aside while you cook the scallops.
Heat the oil in a large nonstick skillet over medium-high heat. Pat the scallops dry with a paper towel and season well with salt and pepper. When the oil is rippling, add the scallops and sear, turning once, until golden brown but still opaque in the center, 2 to 3 minutes per side. Remove the scallops from the skillet to serving dishes, (3 to 4 per person), and drizzle with the aioli. Serve immediately.