Zest and juice the lemons into a saucepan, followed by the sugar and lemon verbena leaves. Place over a low heat and bring to the boil, stirring occasionally, until the sugar has dissolved. Whisk the cream into this saucepan and cook for three minutes.
Next divide the mixture between four small glasses or ramekins. Allow to cool, then chill in the fridge for two hours until set. Bring out of the fridge at least 30 minutes before serving.