How to Make It
In a large saucepan, heat the olive oil. Add the chopped onion and saffron threads and cook over moderate heat, stirring occasionally, until the onion is softened, 7 minutes. Add the zucchini and chicken stock and bring to a simmer. Cook over low heat until the zucchini is tender, 10 minutes. Add the watercress and cook for 5 minutes longer.
Using a slotted spoon, transfer the onion, zucchini and watercress to a blender. Add the cream and 1/2 cup of the stock and puree until smooth. Return the puree to the saucepan and season with salt and pepper. Gently rewarm the soup and ladle into bowls.