Place the saffron threads in a small bowl with 1 tablespoon of hot water and let them steep for 5 minutes.
In another small bowl, stir together 2 tablespoons of the mayonnaise, the Meyer lemon juice, and 1 tablespoon of the chopped chervil to make the aioli. Season with a pinch of salt and set aside.
In a mixing bowl, combine the crab meat, steeped saffron with its liquid, the remaining tablespoon of mayonnaise, egg, Dijon mustard, panko breadcrumbs, Meyer lemon zest, 1 tablespoon of the chopped chervil, and a pinch each of salt and pepper. Mix gently until just combined.
Form the mixture into 8 small patties, each about 2 inches across.
Heat the vegetable oil in a skillet over medium heat. Cook the patties for 3 to 4 minutes per side until golden and heated through.
Transfer the crab cakes to a plate and serve with the Meyer lemon aioli on the side. Sprinkle the remaining tablespoon of chervil over the cakes before serving.