Can saffron bulbs be planted under my lemon tree to save garden space? 

Saffron (crocus) bulbs enjoy full sun, well-drained soil, and hot, dry summers, they also tolerate frost. Plant crocus from December to March for April, May harvesting as they are autumn flowering, this will be weather dependent. Saffron bulbs and citrus are not great bed mates.

• Saffron bulbs don't like competing with other plants for nutrients and water, citrus have a very fibrous root system that will crowd out saffron bulbs. 
• The lemon tree canopy will create shade, saffron requires at least 6 hours sunshine a day.
• Citrus require consistent and regular watering in the growing season, where saffron need a well-drained,  hot, dry soil during their dormant period.
• If space is an issue, plant the saffron bulbs in pots or bowls using a quality free-draining potting mix such as Tui Bulb Mix.