For the saffron mayonnaise, mix the saffron and water together and set aside to 15 minutes.
Mix the harissa, mayonnaise and saffron mixture together in a bowl until well combined. Cover the surface of the mayonnaise with cling film and set aside.
For the breadcrumbs, heat the oil in a small frying pan and cook the breadcrumbs for 3-4 minutes, stirring constantly, until golden-browned and crisp. Set aside to cool, the stir in the parsley.
Cook the clams in a pan of boiling water for 5-10 seconds, or until the shells open. Drain immediately and discard any clams that do not open.
Heat the oil over a low heat in a small saucepan and add the garlic, chilli, salt and lots of freshly ground black pepper. Cook for 10 minutes, stirring constantly. (Caution: do not leave unattended.) leave unattended. Remove the pan from the heat.
When the clams are cool enough to handle, carefully ease the clam out of its shell and using a small pair of scissors or a sharp knife, separate the two sides of the clam shell. Cut out the brown sack which runs along the length of each clam and discard. Also trim off the dark tipped end and pull away the long feathery gills. Wipe any sandy bits clean with a damp piece of kitchen paper. Snip diagonally with scissors and return the pieces to one half of the shell.
Preheat the grill to high. Arrange the clams in a large ovenproof dish. Gently reheat the oil until warm and carefully pour over the clams. Place the clams about 12cm/4½in from the grill and cook for 2-3 minutes, or until warmed through.
Scatter with the breadcrumbs and serve with the saffron mayonnaise.