First put the saffron stigmas in a small cup, add hot water and let it sit for at least 2 hours. After that, on a work surface make a fountain with the sifted flour, sugar and baking soda. Add the grated lemon zest, eggs, room temperature lard, liqueur and saffron with its liquid to the center. Mix all the ingredients together with the help of a fork.
Now add the almonds and hazelnuts and knead the dough with your hands until it is smooth and homogeneous. Divide the dough into 3 loaves, place them on a baking sheet lined with baking paper and bake at 180 degrees for about 30 minutes. Remove from the oven and let cool; then cut the filoncini into slices about 1.5 cm thick. Lay the tozzetti on the baking sheet and bake again at 150 degrees C for another 10 to 15 minutes until golden brown. Remove from the oven and let the tozzetti cool completely.
Serve them with some Sagrantino di Montefalco Passito DOCG or Vin Santo di Trevi.