Peel lemons inside and remove. Scoop out middle.
Juice and zest one lemon into a bowl.
In a saucepan, combine heavy cream, sugar, and lemon zest. Stir on medium heat. Don’t let mixture boil.
Whisk in lemon juice and vanilla. Turn off heat and keep stirring until cream thickens.
Allow to cool for 10 minutes. Pour into lemon halves. Set in fridge at least 2 hours.