Combine white wine, shallots, saffron threads, and vinegar in a saucepan. Simmer on a medium heat until reduced by about 1/2. There will be hardly any liquid left.
Slowly whisk in butter a little at a time on the lowest heat until blended. Now, you'll see it turning into a sauce!
Season with kosher salt.
Strain the sauce through a fine strainer onto the scallops.
Make ahead tip. You can have the reduction ready, and while you are searing your scallops, you can begin to finish your Saffron Beurre Blanc.