Line a 9x5 loaf pan with plastic wrap, leaving 3-4 inches overhanging on all edges.
Place mixer bowl and whisk attachment in the freezer to chill for 30 minutes.
Place heavy cream and about 1/3 of the sugar in mixer bowl and whip on high until stiff peaks form. Transfer whipped cream to a large bowl and refrigerate.
Put about an inch of water into a saucepan that will hold your mixer bowl as a double boiler. Bring water to a simmer over medium heat.
Clean bowl and whisk attachment thoroughly. Using a hand whisk, whisk together egg whites and about 1/3 of the sugar in the mixing bowl and place over simmering water. Whisking continuously, cook until sugar is dissolved and mixture is opaque (165°F). Transfer bowl to mixer fitted with the whisk attachment and whip until stiff peaks form, about 2 minutes. Add 1 teaspoon vanilla and incorporate. Transfer egg white mixture to a bowl, and refrigerate until needed.
Clean bowl, whisk, and whisk attachment thoroughly.
In the mixer bowl, whisk together egg yolks, lemon juice and zest, remaining sugar. Place over simmering water and cook, whisking continuously, until thick and pale yellow (165°F). Transfer bowl to mixer fitted with the whisk attachment and whip on high until doubled in volume and cool, about 3-5 minutes.
Fold egg yolk mixture into whipped cream. In three additions, fold in whipped egg whites. Transfer to prepared loaf pan, fold over plastic wrap, and freeze for at least 8 hours.
To serve, unwrap and slice.