Peel the potatoes, rinse and cut into small cubes. Soften the potato cubes in salted water for twenty to twenty-five minutes, pour into a sieve and drain.
Heat the oil (1) in a frying pan and sauté the onion cubes with the chopped garlic at a mild temperature until translucent.
Grind the saffron threads in a mortar. Stir the yolks with the saffron, sherry and mustard with a whisk. Gradually pour in the oil (2) and olive oil while stirring until a creamy mayo is formed. Leave to cool until ready to use.
Mash the warm potato cubes a tiny bit with a fork and stir them with the onions and the chili cubes into half of the mayo. Season with salt, lemon zest and orange zest.
For a cilantro mayo, stir the freshly chopped cilantro leaves into the saffron mayo.