Slice lemons in half and carefully hollow them out to create serving cups. Reserve the juice and strain it.
In a saucepan over medium heat, combine the heavy cream and sugar. Stir until sugar dissolves and bring to a rolling boil.
Boil the mixture for exactly 3 minutes while stirring frequently, then remove entirely from the heat.
Whisk the strained lemon juice into the hot cream mixture. It will begin to thicken immediately.
Pour the mixture evenly into the hollowed lemon shells (or ramekins) and refrigerate for at least 4 hours to set before serving.