Season the chicken breasts with salt and freshly ground black pepper and place in a dish together with the rest of the marinade ingredients. Mix together well, then cover and place in the fridge to marinate for two hours, turning the chicken breasts over from time to time.
TO COOK THE CHICKEN:
Preheat the oven to 180C/365F/Gas 4.
Heat a large ovenproof frying pan until hot, then add 90ml/3fl oz of the olive oil, the shallots, carrots and asparagus and gently fry over a low heat until the vegetables are barely softened, remove the vegetables from the pan with a slotted spoon and set aside. Add the remaining 30ml/1fl oz of olive oil to the pan and heat.
Remove the chicken from the marinade and pat dry. Add the chicken breasts to the pan and fry for 2-3 minutes on both sides, until golden-brown all over.
Remove from the heat and return the vegetables, then, using a fine sieve, strain the marinade over the chicken and discard the solid marinade ingredients.
Transfer to the oven and cook for one hour, or until the chicken is cooked through and the sauce has reduced by half. About 15 minutes before the end of cooking time, pour in the saffron and its soaking liquid.
To serve, remove the chicken from the oven and place onto plates. Place spoonfuls of vegetables alongside and spoon the sauce over. Garnish with freshly grated lemon zest sprinkled over the top.