In a heavy saute pan, toast the millet on medium-high heat, stirring constantly, until it is fragrant and begins to brown, about 3 to 5 minutes.
Carefully pour the boiling water into the very hot pan in a thin, steady stream. Add the salt and saffron, cover, and cook on very low heat for 15 minutes.
While the millet is cooking, warm the oil in a medium saucepan. Add the onions, garlic, celery, oregano, and cinnamon. Saute for 2 minutes, stirring constantly, then cover and cook on low heat for 5 minutes.
Add the bell peppers and peas, cover, and continue to cook until all of the vegetables are tender, about 5 minutes.
Meanwhile, fluff the millet with a fork, replace the cover, and remove it from the heat.
When the vegetables are tender, stir in the currants and lemon juice and cook for another minute, until thoroughly hot. Mix the vegetables into the millet and add salt and black pepper to taste.