Cut lemons in half lengthwise. Using a spoon or a melon baller scoop out the flesh of the lemon, trying to preserve the shell intact.
Whisk together egg yolks with sweetener, lemon zest, vanilla extract and limoncello (optional).
Heat heavy cream., until bubbles form on top.
Add some cream to the egg yolks. Whisk, then return the mixture to the remaining heavy cream.
Place the lemon shells in a baking dish. Fill each with the mixture (it will take around 3-4 tablespoons to fill each shell.
Add cold water tp the baking dish, to cover the shells about 1/2 of their height.
Bake at 300 for 30 minutes. Cool completely and refrigerate for at least 1 hour.
When ready to serve sprinkle low carb sweetener to sugar on top of the shells and using a pastry torch melt it.
Alternatively this can be made in ramekins (6-8 small ramekins).