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Soak the saffron in 2 tbsp hot water for 10 minutes. Melt the butter in a large saucepan. Add the garlic (and its skin), onion, celery and bay leaf to the pan, stir to coat in the butter, then cook very gently, covered, for about 15-20 minutes. The garlic and onions should be very soft and tender but not at all browned, so keep the heat low.
Uncover and add the sherry, raise the heat and bring to the boil then add the stock, saffron and its liquid, 1 tsp salt and a good grinding of fresh black pepper. Bring to the boil, stir in the rice and simmer gently for 15 minutes or until the rice is just cooked. Fish the bay leaf out and discard.
Liquidise the soup then sieve back into the pan (this gets rid of any bits of skin). Pour in the cream and reheat until hot. Adjust the seasoning adding a little lemon juice to taste if liked and thin with a splash of milk if too thick. Serve sprinkled with croûtons.
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