Place chicken, stock and water in a saucepan and bring to the boil. Reduce heat and simmer for 25 minutes or until chicken is cooked through. Skim as necessary.
Remove from heat and allow chicken to cool in the stock. Remove meat from bones, discarding skin, and tear into chunks. Reserve 600ml of stock.
Melt 75g butter in a saucepan and cook seasoned onions until soft, about 10 minutes, and reserve.
Melt remaining butter in another saucepan and add flour. Cook until butter is foaming, stirring regularly.
Whisking continuously, add reserved stock one third at a time. Bring to the boil between each addition. Stir in nutmeg and saffron. Remove sauce from the heat. Cut a 26-centimetre diameter circle from each filo sheet. Brush eight sheets with olive oil and line a 22-centimetre pie dish so the filo comes up the sides.
Spoon in onions and then chicken. Pour sauce over chicken to just cover.
Oil remaining filo and place on top, tucking in edges. Brush with oil, score and sprinkle with nutmeg.
Bake for 40 minutes or until golden. Allow to sit for 10 minutes before serving with lemon wedges.