Put the lemons and limes in a heatproof bowl and set aside.
Bring the sugar and cream to the boil in a heavy-bottomed pan. Remove from the heat as soon as it starts to boil.
Pour the simmering mixture onto the lemon and lime juice (not vice versa or it will curdle). The cream will then begin to thicken.
Pass the mixture through a fine sieve into a clean bowl.
Divide the mixture equally into four heatproof glasses and, when cooled, place in the fridge for 2 hours to set.
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