Preheat your oven to 375°.
Place the lemon zest in a small bowl. Combine the lemon juice and the saffron in a separate small bowl.
Heat the broth in a small saucepan over medium heat until just simmering. Do not boil.
Heat a large Dutch oven over medium-high heat.
Add the butter. Sauté and swirl until the foaming point.
Add the onion and stir 4 minutes, until glassy and soft.
Add half of the rice and stir to combine. Toast the rice gently, about 2 minutes. Now, add the lemon zest and the rest of the rice. Stir to combine.
Add all of the broth to the rice.
Add the saffron-lemon juice mixture.
Add the salt and the white pepper.
Cover and transfer to the oven. Bake for 40 minutes, until the moisture is almost fully absorbed by the rice.
Carefully pull the oven rack out a bit. Remove the lid, and stir and fold with a wooden spoon until the risotto is creamy, yet the rice grains are still distinguishable.
Sprinkle the cheese over the top of the risotto and bake, uncovered, an additional 8 minutes. Serve immediately.