Heat the butter in a saucepan, put the saffron threads in a bowl, pour boiling water over them, peel off the shallot and cut into fine pieces. Sauté shallot pieces in the butter until translucent. Add risotto rice and simmer until the grains are translucent. Add with a little hot vegetable stock, simmer while stirring. As soon as the rice has absorbed the liquid, add as much stock over and over again as the Rice is just covered.
In the meantime, wash the zucchini, clean and cut into fine cubes. Heat the rapeseed oil in a pan and fry the zucchini cubes in it, season with salt and pepper.
After 15 minutes add the saffron to the rice. Simmer for another 10 minutes and pour in the stock. As soon as the rice is cooked, stir in the Parmesan. Season with salt and pepper. Arrange risotto Milanese on plates and serve garnished with zucchini and Parmesan.