Do the Saar need to wait a whole round to build a Space Dock?
From page 10 of the Twilight Imperium FAQ (version 2.5):


  Q: What are the restrictions for building a Saar Space Dock? 
  
  A: The player must control 1 planet in the system per space dock he wishes to
  build. Trade stations do not count towards this restriction.


From this the Saar need to have control of a planet, so I would think that why the rule you quoted on needing to have controlled the planet for the entire round would apply.