Season the chicken breasts with salt and black pepper.
Marinate chicken with oil, lemon, wine, vinegar, chilli, and bay leaves in the fridge for two hours.
Preheat the oven to 180°C.
Fry shallots, carrots, and peas in 90ml of olive oil in an ovenproof pan until softened.
Remove the vegetables from the pan and set them aside.
Heat the remaining 30ml of olive oil in the same pan.
Pat the marinated chicken dry and fry for 2-3 minutes on each side until golden-brown.
Return the vegetables to the pan and strain the marinade over the chicken, discarding solids.
Cook in the oven for one hour until the chicken is done and sauce reduces by half.
Pour in the saffron and its soaking liquid 15 minutes before the end of cooking.
Serve the chicken with vegetables, sauce, and a garnish of fresh lemon zest.