1. Bring the chicken broth and saffron to a boil. Add the rice, salt, and pepper. Once the broth starts boiling again, cover, reduce to very low heat, and cook for about 18 minutes or until all the liquid is absorbed and the rice is tender but still al dente. Transfer to a large bowl and mix in the grated cheese. Let cool.

2. In a deep saucepan, heat the oil.

3. In a bowl, put 2 beaten eggs. In another bowl, place the breadcrumbs.

4. Mix the rice and cheese mixture with the orange zest and the last beaten egg. Shape into balls. As you form each ball, make a hole with your finger; insert pieces of prosciutto, cheese, and basil. Pinch the rice to close the hole, adding a bit more rice if necessary to cover.

5. When each ball is stuffed and closed, roll it in the beaten eggs, then roll it in the breadcrumbs. Set aside on a plate. (The balls can be refrigerated for a few hours.)

6. When all the balls are ready and the oil has reached 325 F, drop a few balls into the oil. Fry until all sides are golden, turning if necessary. Serve immediately.