Put the gelatine leaves in a bowl of cold water and leave to soak for five minutes.
Place the double cream, milk, sugar and lemon zest (fine zest is best) into a small saucepan over a medium heat and warm through gently, just enough for the sugar to dissolve, stirring from time to time.
Meanwhile, put the yoghurt in a large jug stirring to loosen it up, add the lemon juice then set aside. Remove the creamy mixture from the heat once ready.
The gelatine should be soft by now, so lift it out of the water and squeeze the excess water out. Drop the gelatine into the creamy mixture and stir until dissolved. Leave to cool for about 10 to 15 minutes.
Once cool, pour the creamy mixture over the yoghurt and then gently whisk everything together.
Carefully pour the mixture into your choice of dish or serving glasses dividing it evenly. Carefully place in the fridge and leave to set for 1 to 2 hours, or until nice and firm.
You could use sugar substitute or low fat yoghurt if you would like a more diet friendly option.