Run a paring knife along the edge of the lemons then scoop out the flesh from the rind. Place flesh in a strainer and strain lemon juice from lemons into a bowl.
In a small saucepan, add heavy cream and sugar. Stir to combine. Bring to a simmer on stove over medium heat. Let simmer 3-5 min.
Remove from heat and add 6 tbsp of freshly strained lemon juice, vanilla extract and (optional) lemon zest.
Pour into lemon rind shells.
Let set in fridge for at least 4 hours.
Serve as is, or dust with sugar and brulee with cooking torch.