1. Finely grate the zest of 1 lemon and 1 lime then keep to one side. Grate a further ½ lemon and lime and keep this separately. Juice all the lemons and limes.
2. Put the juice, the first lot of zest and the sugar in a small pan and heat until the sugar has dissolved. Keep on a very low heat so it stays warm.
3. In a separate pan heat the double cream and vanilla extract until it comes to the boil. Pour the lemon and lime syrup in and whisk until combined.
4. Pour through a sieve into a jug, then pour into 4 ramekins or martini glasses and leave in the fridge for a minimum of 3 hours (preferably overnight).
5. Once set, garnish with the remaining lemon and lime zest and serve.