Saute the onion and the zucchini in a pot with some oil and leave them to fry. Add the rice, stir and leave it a bit to fry. Throw in some broth together wit the saffron threads and the salt and pepper, and stir until it is absorbed by the rice. Slowly add broth once more and repeat until the rice starts to mush. Add the sliced parsley and some ground parmesan cheese, if you want. Serve hot.