In a medium saucepan melt the butter over low heat. Sauté the onion until soft but not brown, about 15 minutes. Add the garlic and saute for 2 minutes. Stir in the rice, saffron, salt, white pepper and water. Bring to a boil, reduce heat and simmer, covered, until tender, about 20 minutes. Remove from the heat and stir in the Parmesan and cream. Cool to room temperature. Add the beaten egg and mix thoroughly. Refrigerate, covered, until rice is cold.
Separate the rice into 16 equal portions. Moisten hands with cold water. Between your palms roll each portion into the shape and size of a golf ball. Embed 1 cube each of mozzarella and gorgonzola into the center of each ball. Coat the rice thoroughly with bread crumbs.
Heat the vegetable oil in a small saucepan to 350°F. or until a small piece of bread starts to bubble a few seconds after being dropped into the oil. Fry suppli, a few at a time, turning once. Remove when they are a deep golden color, about 3 minutes, and drain on a paper towel. Serve at once on a bed of the sauce.
(Suppli can be assembled ahead and refrigerated, uncooked, for 1 to 2 days or frozen for 2 weeks. Thaw, covered, before frying.)
Makes 16 servings.