Stir saffron into hot water and set aside for 5 to 10 minutes. Stir together saffron water, mayonnaise and minced garlic until smooth; set aside.
Mix together flour, cayenne pepper, garlic powder and kosher salt in a shallow bowl.
Dip the eggplant slices into whisked egg then dust with flour. Gently shake off excess flour and place eggplant slices onto a baking tray.
Heat 2 tablespoons of the olive oil in a large frypan over medium-high heat. Fry the eggplant slices until golden brown on each side; about 2 minutes per side. Add 2 tablespoons of olive oil before frying each batch of eggplant.
Once all of the eggplant has been fried roll up into cylinders and secure with toothpicks. Garnish with parsley and serve with saffron mayonnaise.