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Fill a medium-sized pan with water and a vegetable stock cube and bring to a boil. Cook the rice in the boiling water, the exact time depends on the type of rice you're using.
Use a bit of the boiling water to soak the saffron. Rinse the zucchini and remove the top, use a spoon to scoop out the inside. You can cook or steam the zucchini for about 10 minutes.
You can easily steam them by adding the cut side down in a colander, add water to the pan and put the colander and lid on the pan. If they're almost completely soft, they're done.
Meanwhile peel and finely chop the onion and garlic cloves.
Pre-heat the oven to 180 degrees Celsius and line an oven tray with parchment paper. Heat a bit of olive oil in a skillet and sauté the onion and garlic for a few minutes.
Add ham cubes along with peas and thyme sprigs and sauté on low heat for a few minutes more. Drain the rice and add it along with saffron-water to the skillet and stir well.
Divide feta cheese into small cubes and stir it in as well. Season the rice filling and inside of the zucchinis with pepper and salt. Remove the thyme sprigs and add them to the oven tray to release even more flavour.
Divide the rice mixture over the zucchinis and drizzle the outside and tops of the zucchini with olive oil. Bake them in the oven for about 20 minutes, depending on the oven. Enjoy!