Make the caramelized garlic

1. Preheat oven to 350°F. Cut off and discard top third of garlic heads, exposing cloves. Rub olive oil into garlic, making sure oil seeps between cloves. Wrap in aluminum foil; roast in preheated oven until cloves are lightly golden and meltingly soft, 1 hour and 15 minutes to 1 hour and 30 minutes. Remove from oven, and set aside until cool enough to handle, about 10 minutes. Squeeze garlic cloves from skins into a small bowl; mash with a fork until smooth. Stir in balsamic vinegar and 1 teaspoon hot water. Add more hot water, 1/2 teaspoon at a time, until mixture becomes a soft paste. Cover and set aside until ready to serve.

Meanwhile, make the parsley puree

1. Fill a large bowl with ice and water. Bring a large saucepan of salted water to a boil over high. Add parsley, and cook until parsley is just wilted and bright green, 15 to 30 seconds. Drain and place parsley in ice water until cold to the touch, about 1 minute. Drain well, and transfer parsley to a blender. Add 1/2 cup water to blender, and process until very smooth, about 1 minute. Set aside.

Make the risotto

1. Bring broth to a simmer in a medium saucepan over medium; reduce heat to low, and keep warm. Heat oil in a large, heavy pot or Dutch oven over medium-high. Add onion and 1 teaspoon salt; cook, stirring occasionally, until onion is soft and translucent, about 6 minutes. Add rice; cook, stirring often, until rice is toasted and grains feel hot to the touch, 2 to 3 minutes. Add wine; cook until mostly evaporated, 30 seconds to 1 minute.

2. Add 1 to 2 ladlefuls of warm broth (enough to cover rice) to rice in pot. Cook, stirring constantly, until broth is absorbed. Continue adding broth, 1 ladleful (about 1/2 cup) at a time, stirring constantly until broth is absorbed between additions, 12 to 18 minutes. Stir parsley puree into rice in pot; cook until warmed through, about 30 seconds. Remove from heat, and let risotto stand 1 minute.

3. Add goat cheese, Parmesan, and butter to risotto, vigorously beating using a wooden spoon until emulsified and risotto looks shiny and creamy. Stir in lemon zest, balsamic vinegar, and remaining 1 teaspoon salt; season with additional salt to taste. Serve risotto immediately with caramelized garlic for dotting onto each serving. Garnish with nigella seeds, if using, and additional lemon zest.