For the dough, knead 250 g flour, 1 tablespoon sugar, 1 pinch of salt, butter, 1 egg and 50 ml lukewarm water with the dough hooks of the mixer until smooth. Wrap in foil and let it rest for about 1 hour.
Meanwhile, for the filling, wash the lemon hot, dry it and finely grate the peel. Separate 1 egg. Mix the egg white, 2 tablespoons of sugar, 1 pinch of salt, saffron, lemon zest and ricotta with the whisks of the mixer.
Roll out the dough in portions on a well floured work surface to a thickness of just under 2 mm. Cut circles (approx. 8 cm Ø) out of it. Knead the dough again and roll out again. Cut out a total of approx. 24 circles.
Preheat oven (electric cooker: 175 °C/circulating air: 150 °C/gas: see manufacturer). Place 1 tbsp. of filling in the middle of each half of the dough circles. Place 1 dough circle on top of each as a lid. Press the edges firmly.
Place on a baking tray lined with baking paper. Whisk the egg yolk and 1 tbsp. water. Spread the thalers with it. Bake in a hot oven for about 25 minutes. Take out of the oven, let it cool down a bit and dust with icing sugar.