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Blend the fish in a food processer until smooth. Using a spoon, fold in the egg, then add the cream little by little, mixing well between each addition. Season with salt and pepper, the chilli powder and saffron.
Fill the cups and cover with the lids, and place in basket no. 3. Steam for 15 minutes with the main dish and the dessert.
Delicately fold the fi sh roe into the whipped cream, along with the lemon juice. Just before serving, remove the covers and top each cup with a spoonful of cream mixture.