Method
Bloom the saffron
Add the saffron threads to a small bowl with 3 tablespoons of hot stock. Let it steep for at least 15 minutes — the longer the better. The liquid will turn a deep amber. This is your colour and flavour concentrate.
Cook the onion
Melt the bone marrow (or butter) in a heavy wide pan over medium-low heat. Add the onion with a pinch of salt and cook very gently for 10–12 minutes until completely soft and translucent but not coloured. This is the base — don't rush it.
Toast the rice
Add the rice and stir to coat in the fat. Toast for 2 minutes, stirring constantly, until the edges of the grains turn translucent. Add the wine and stir until fully absorbed.
Add stock ladle by ladle
Add the hot stock one ladleful at a time, stirring continuously and only adding the next ladle once the previous one is absorbed. Halfway through, add the saffron infusion. The rice will take 16–18 minutes total. Taste frequently — you want it just past chalky in the centre.
Mantecatura
Remove from heat. Add the cold butter cubes and the Parmigiano. Stir vigorously — almost beating — for 2 minutes until the risotto becomes creamy and flows slowly when you tilt the pan. This is the mantecatura, and it's what separates risotto from rice porridge. Rest for 1 minute, then serve.
On Carnaroli vs Arborio: Use Carnaroli. It has a higher starch content and a firmer centre, which means more creaminess without overcooking. Arborio is more forgiving but the result is softer. For Milanese, you want structure in the grain against the rich sauce.