Cook rice in vegetable broth, starting with one cup; add broth in stages, using about 3 cups total, until rice is barely tender. Reserve unused broth. Dissolve saffron in juice of one lemon. Add to rice, along with butter, Parmesan, zest of one lemon, salt and pepper to taste. Allow rice to cool a bit. Recipe can be made up to an hour in advance at this point, but do not refrigerate rice.
Poach chard leaves in about 2 cups remaining broth for about 30 seconds. Take out, drain on a dishcloth, and cut out the hardest part of central stem. Reserve cooking broth.
Preheat oven to 400 degrees. With wet hands, form 6 balls of rice 2 to 3 inches across. Dig a hole in ball and insert a piece of mozzarella. Wrap each ball in a chard leaf.
Put balls in a close-fitting oven pan, with enough reserved broth to come about a half-inch up sides of balls; bake 15 minutes. Serve balls topped with a little more broth, more lemon zest, Parmesan and olive oil.