Put a large pan of water onto boil ready for the pasta. Whilst it comes to the boil place the saffron into a small saucepan and pour over the 4 tbsp. of boiling water. Leave to stand for 3-4 minutes.
Salt the pasta water well, add the linguine and cook the pasta for a minute less than the instructions suggest. Add the cream, parmesan and the lemon zest to the saffron and stir over a medium heat until simmering. Simmer for 2-3 minutes. Add the chives, prawns and cook for a further minute until heated through. Check the seasoning. Remove from the heat and stir through the egg yolks.(see notes)
Drain the pasta, reserving 1 cup of the cooking water. Pour the sauce over the pasta and thin with the cooking water as needed. Serve with a garnish of chopped chives.
Make sure you have removed the pan from the heat, before you add the egg. The egg helps to thicken the sauce, but if it is still on the heat you can easily get scrambled eggs.