Add the heavy cream, sugar and lemon zest to a pot. Let it come to a slight simmer and let it simmer for 3-4 minutes. Makes sure it never boils, just simmers. The color of the heavy cream will darken and it will become a bit thicker.
Remove from heat and add the lemon juice and vanilla and mix around. You'll see it thicken immediately.
Run the mixture through a sieve to remove the lemon zest.
Let it chill for a minute or two. Fill your hollowed out lemons or ramekins and let it set in the fridge for 1-2 hours.
