Preheat the oven to 325 degrees F.
Bring the water, butter, lemon juice and saffron to a boil. Add all flour all at once and stir until the batter pulls away from the side of the saucepan. Transfer to a mixing bowl. Mix for 5 minutes, or until cool. Add the eggs, 1 at a time, making sure that each gets incorporated before you add the next. Add the lemon zest and adjust the seasoning with salt and pepper. Fill a piping bag fitted with a dime-size or large tip. Pipe on a baking sheet and place in oven. Cook until fully risen, about 10 to 12 minutes. Remove from the oven and serve alongside Chesapeake Bay Blue Crab Hot Pot.