For the rice: Bring a large pot of water to a boil. Add the rice and season with salt to taste. Cook until al dente, and towards the end of cooking time add the saffron.
Drain the rice and transfer into a large bowl. Stir in optional Parmesan cheese and butter, then cover with cling film and refrigerate for about one hour or until cooled completely. The rice should be compact and sticky to the touch.
For the filling: Heat 1 tablespoon of olive oil in a large pan over low heat. Add the onion and stir-fry for 2 minutes, or until soft and translucent. Then add chopped salmon and cook until no longer pink, about 2 minutes.
Add the lemon zest and thyme leaves, then season with salt and pepper to taste and remove from the heat.
For the baked arancini: Preheat oven to 180C. Line a baking tray with non-stick baking paper.
To make the arancini, scoop a tablespoon of rice into your hand. Place 1 tablespoon of the salmon mixture into the centre and wrap the risotto around it to seal completely. Repeat with the remaining rice and filling.
In a medium bowl, mix together the breadcrumbs with olive oil until well combined, your coating mix should be lightly wet, add a bit more oil if necessary, then season with salt and pepper to taste.In another bowl, lightly whisk the eggs.
Dip each arancini ball first into the egg mixture, then roll into the coating mix, gently pressing to coat. Repeat with remaining balls.
Arrange the arancini onto the prepared baking tray and bake in oven for 20 minutes or until crisp and golden. Serve immediately.