How to Make It
In a medium bowl, combine 1/3 cup of the cream with the flour, sugar, milk, egg, lemon juice, lemon zest and 2 1/2 tablespoons of the butter. Beat until the batter is smooth.
Preheat a pizzelle iron over moderately low heat. Lightly brush the iron with some of the remaining butter and place a heaping tablespoon of the batter in the center. Close the iron and squeeze the handles for a few seconds. Release the pressure and cook for about 30 seconds or until the wafer comes away from one side of the iron. Flip and bake the other side until golden, 20 to 30 seconds longer.
Using a knife tip, lift the edge of the pizzelle away from the iron; carefully peel the wafer off the iron and roll it around a large pastry tip or cannoli mold to form a cone. Repeat to form the remaining cones, buttering the pizzelle iron and adjusting the heat as necessary.
In a large bowl, whip the remaining 2 cups of cream with the confectioners' sugar and vanilla. Spoon or pipe the cream into the cones and serve.