How to Make It
In a large pot, bring the water to a boil. Add the clams, cover and steam over high heat until they open, 5 to 7 minutes. Transfer the clams to a platter to cool.
Preheat the broiler and position a rack 6 inches from the heat. Spread 1/4 inch of kosher salt in an even layer on a small rimmed baking sheet. Remove and discard the top shells of the clams. Carefully loosen the clams in the bottom shells and set them on the salt.
In a small bowl, whisk the cream with the wine and lemon juice and season with salt and pepper. Top each clam with 1 teaspoon of the cream mixture and sprinkle with the cheese and thyme. Broil for about 3 minutes, until the cheese is melted. Garnish with the lemon zest and serve.