Preheat the oven to 160C/320F/gas mark 2½. Bring a large pot of water to a boil. Drain the sliced vegetables from their lemon water, add to the pot, blanch for a minute, then drain.
Heat the milk and water without boiling, add the saffron and set aside to infuse. Melt the butter in a small pan, add the flour and stir to a paste. Cook gently, stirring, for a few minutes, then add the saffron mix and whisk as the liquid thickens.
Cook, stirring, for a few minutes, then remove from the heat. Add the cream, herbs and half the cheese, season and stir until smooth. Put the drained veg in a bowl, pour the sauce over and use your hands to coat them.
Grease a medium ovenproof dish with butter and pour the vegetables and sauce inside; don’t bother levelling it out too much. Cover with foil and bake for 40 minutes.
Remove the foil, mix the remaining cheese with the breadcrumbs and scatter on top. Increase the heat to 190C/375F/gas mark 5 and bake for 15 minutes more, to get a golden-brown crust. Leave to rest for 10 minutes before serving.