Place the cookies and butter in a blender. Blend until you have a slightly-moist and crumbly mixture. Press the crumbs into the base of a 9 inch springform pan; refrigerate.
Heat the Cointreau in a small saucepan until it begins to steam; add the saffron threads. Remove from heat and allow to rest for 20 minutes.
Beat the cream cheese with an electric hand mixer on low speed until softened. Slowly beat in the honey and orange zest. Add the saffron mixture and continue to beat. Pour in the cream while continuing to beat on the lowest speed until the mixture is thick enough to firmly hold its shape. Spoon the mixture over the crust. Chill overnight.