Remove the small wing tips from the wings. Cut the main wing into two pieces through the joint.
Heat the butter in a large heavy frypan and add the chicken, including the wing tips. Sprinkle with salt and pepper and cook over high heat 5 minutes or until browned. Remove the wing tips and discard.
Add the onion and garlic and stir in. Cook until softened. Add the capsicum, saffron, tomatoes and zucchini. Stir well then add the rice, water, bay leaf and thyme. Sprinkle with more salt and pepper and cover. Simmer 20 minutes or until the rice has absorbed the water.