Clean and wash the broccoli and cut it into small florets. Cook in little boiling salted water for about 8 minutes. Rinse briefly under cold water, dab dry and allow to cool. Melt the butter.
Stir egg yolk and white wine on a hot water bath until creamy. Add liquid butter bit by bit while stirring constantly. Stir the saffron into the hollandaise sauce and season to taste with salt, pepper, lemon juice and Worcester sauce.
Place the broccoli in the gratin dishes and spread the saffron-hollandaise sauce on top. Brown for about 2 minutes under the preheated grill and serve immediately.