Preheat your oven to 300°F (150°C) and prepare an 8-inch round cake pan with parchment paper and grease the sides.

In a heatproof bowl, combine cream cheese, butter, and heavy cream over a bain-marie. Stir for 5-7 minutes until smooth, then cool slightly.

Whisk in egg yolks until fully incorporated, sift in cake flour, and mix. Add lemon zest and vanilla extract.

Whip egg whites until frothy, then add lemon juice and gradually sprinkle in sugar until medium-soft peaks form.

Gently fold the whipped egg whites into the batter in three increments, being careful not to deflate the mixture.

Transfer the batter to the prepared pan and smooth the top. Tap gently to release air bubbles.

Create a water bath by placing the cake pan in a roasting pan filled with hot water, reaching halfway up the sides.

Bake for 80-90 minutes until golden and a skewer inserted comes out clean. Monitor to avoid over-baking.

After baking, turn off the oven, leave the door ajar, and cool the cheesecake in the oven for about 30 minutes.

Run a knife around the edges, invert onto a plate to remove parchment, cool completely before slicing.