Halve and juice the lemon and remove the zest with a vegetable peeler. Leave half the zest in strips and mince the rest. Set aside the juice and the minced zest.
Place the strips of zest in a saucepan with the broth, leek and bay leaf. Bring to boil over medium-high heat, then cover and simmer gently over low heat for 30 minutes.
Strain the broth through a sieve, discard the leek and bay leaf, and pour it back into the saucepan. Cover and bring it back to a gentle simmer over low heat.
Meanwhile, in a separate saucepan melt the butter. Saute the shallots, parsley, and minced lemon zest over medium-low heat until the shallots are soft, about 10 minutes. Add the rice and stir until it's coated with the seasonings and glistening, about 3 minutes. Add the white wine and lemon juice, turn up the heat, and stir until it's just about evaporated, about 2 minutes. Lower the heat.
Using a ladle, add about 1 cup hot broth. Stir constantly over medium heat until the broth has been absorbed. Add another ladleful of broth and keep stirring until it's been absorbed.
Continue the process, adding broth 1/2 cup at a time and stirring in this way, until the kernels are plump and no longer chalk white in the center. This should take 25 to 30 minutes altogether. The rice is done when the liquid has been absorbed, and the kernels are bound in what looks like very ricey, somewhat creamy, rice pudding.
Stir in 2 more tablespoons of broth, along with the parmesan cheese.
Stir til cheese and broth are blended in, about 3 to 4 minutes.