Peter Reinhart says:
".. Santa Lucia Day is celebrated on December 13. In Sweden, a custom arose to celebrate the day with a festival in honor of this Sicilian saint, a beautiful girl who suffered torture and blinding rather than renounce her faith. she was believed to have carried food to Christians hiding in caves, wearing a wreath of candles to light her way, and thus, during the festival, young girls wear similar wreaths and process in white dresses ties with crimson ribbon. Sweet buns, known as lussekatter or lusse brod, are baked, coiled into various shapes to represent the blinded eyes of the young girl. As the girls in white process, they pass out their Santa Lucia buns to remind worshippers of the saint's victory over evil and of the pending return of the sun and its light (Lucia means "light") .."
..How very touching.. Anyway apparently not all recipes for lusse bröd contain saffron and some even include almond meal and large raisins pressed into the middle of each coil, which I'm guessing are supposed to resemble the pupils.
Swedish Saffron Bread
1 g saffron threads or powderCrumble saffron threads into a small bowl and pour over boiling water.
40 g boiling water
220 g milk
50 g castor sugar
7 g active dry yeast
100 g butter, melted and cooled
5 g salt
500 g flour + extra for dusting
Leave to infuse for 12 hours.
Pour milk into a small pot and sprinkle in sugar and yeast, whisking out any lumps.
Bring slowly to 42ºC and leave for about 10 mins until foamy.
Pour in saffron, butter, 1 egg and salt, whisking to combine.
Place flour in a large bowl and make a well in the centre.
Pour in yeast and with a fork, gently work in the flour until fully incorporated.
Dust the table with a little extra flour and knead dough for 5 - 10 mins until smooth and elastic.
Place into a greased bowl, cover with a damp cloth and proof for about 1 hour or until doubled in size.
Turn dough onto the table, dusted with a little more flour and cut into 8 equal pieces.
Roll each piece into sausages 24 cm long and roll into coils, tucking the ends underneath.
Grease a heavy baking sheet and place a coil in the centre.
Place the remaining coils around, barely touching one another.
Place a deep roasting tray over the top and allow to proof for half an hour.
Beat the remaining egg and brush over the tops of the coils.
Bake at 200ºC for 25-30 mins until golden.