Heat the olive oil in a medium saucepan over medium heat. Add the shallots, garlic, carrots, celery, salt, and pepper, and cook until beginning to brown, about 5 minutes. Add the saffron and millet, and cook, stirring, 1 minute more. Add the water, lemon juice, and lemon zest. Bring to a simmer; cover, reduce heat to low, and let cook until all water has been absorbed, about 25 minutes. Turn off heat, and let sit, covered, until tender, 10 minutes more.
Add the parsley, and stir with a fork to combine parsley and fluff pilaf. Serve garnished with lemon zest.
We are adding new grains to our diets so we tried this out. It is fabulous! And, my children love which is ultimately the real taste-test. I highly recommend giving this one a try. We made it with Martha's Chicken in Wine Sauce from the 4/29/08 show and the combo really worked. The only negative is that the saffron is a little pricey but it is fun to have around.