Preheat oven to 250 degrees. Lightly and quickly sear cubed lamb in one third cup olive oil in a skillet over high heat. Do not let the meat cook inside.Remove lamb with slotted spoon immediately and place in a 3 litre casserole that has been coated with vegetable spray. Add thyme, rosemary and pepper to casserole and toss with meat;season with salt. Cover casserole with lid or a piece of aluminum foil and bake 30 minutes. Lamb should be very tender. When the casserole goes in the oven, reheat broth with saffron threads (to soften) over medium heat;set aside. Heat 2 tablespoons olive oil in a saucepan over medium heat;add rice and saute 2 to 3 minutes. Add 3 cups hot broth to rice and stir well. Simmer rice, stirring occasionally, until it begins to have a cremay texture. To do this, add wine and remaining broth, a little at a time, stirring till liquid is almost absorbed before adding more. The process takes about 20 to 25 minutes. Do not overcook;rice should remain slightly firm. Gently stir in asparagus and Parmesan. Spoon rice in a layer over lamb and garnish with the chopped tomatoes. VEGETABLE BROTH: Simmer chopped vegetables in water 1 hour. Strain broth and use as directed.