Melt the butter in a frying pan. Add the finely chopped shallot to the butter. Cook without it becoming brown. Add part of the milk and the saffron, stirring well. Mix the flour with the remaining milk and add the preparation to the onion .Cook for a few minutes. Cut the zucchini into julienne strips and add to the sauce.
Once the “agnolotti” are cooked and drained, add to the sauce and serve hot.
Some matured goat’s cheese can be grated on the dish if desired.