Grate the lemon zest into a small bowl and squeeze in 1 tablespoon lemon juice. Add the honey, cognac, sherry and a little nutmeg. Cover and refrigerate overnight. Next day, stir in the creams and whisk until foamy. Spoon into wine glasses and chill until required. Serve with sponge fingers, brandy snaps, almond biscuits or crisp cigarette-shaped wafers. If you leave the syllabub for several hours, it will separate into a thick cream on top and a clear liquorous whey at the bottom. It is very good like this but equally very good freshly whipped.