Place pistachios and cookie crumbs into a bowl of a food processor fitted with a blade attachment and pulse into a coarse crumb, then add two tablespoons of sugar. Pulse again to combine and set aside.
Grease a nine-inch round cake pan, and dust it with a pistachio-cookie mixture. Set aside.
Bring a medium saucepan of water to a boil, and add a pinch of salt and all of the rice. Cook until al dente, about eight minutes. Strain rice and allow it to cool slightly.
Warm the milk and saffron together in a small saucepan, just until simmering, and remove from heat.
In a large bowl, whisk together eggs, remaining one and one-quarter cups of sugar, Sambuca, vanilla, orange zest, and a remaining pinch of salt to combine. Slowly whisk in the warmed saffron milk and fold in the reserved rice.
Pour rice mixture into the prepared pan and bake until set, about 55 to 60 minutes. Cool in the pan and serve at room temperature or refrigerate and serve chilled.