Warm the sherry gently until hot, taking care not to let it boil.
In a bowl, whisk the egg yolks with the sugar until pale. Add the lemon juice, then whisk in the hot liquor, pouring it in slowly.
Return this mixture to the pan and continue to whisk over a low heat until the custard thickens. (You may prefer to do this in a double saucepan or in a bowl set over boiling water.) T