Saffron native to Asia, was brought to Mexico by the Spaniards, who in turn learned how to use it from the Arabs. Once in Mexico, it took strong roots especially in the Yucatan Peninsula and the South East regions.
However, since it is very expensive, there are seasonings that have been developed trying to approximate its flavor. Also, achiote seeds have been used instead, given how cheap they are, and how similar to saffron their strong taste and deep infusing color is.
To use, saffron threads, sometimes crumbled, are soaked in boiling hot water until their color is released. Both the liquid and the crumbled softened threads are used.