Whisk the egg whites at high speed using a hand or stand mixer. Gradually rain in the sugar while continuing to whisk, adding the vanilla extract last, until the mixture is firm and glossy. It should form a peak (or bird's beak, bec de l'oiseau) on the whisk.
Spoon out 4 large heaps of the meringue on to a baking sheet lined with baking paper. Press them down and scoop out a cavity that you can fill later.
Bake for an hour in a cool oven.
Lemon Curd (crème au citron)
Whisk together the yolks and sugar in a saucepan. Add the cornflour, zest and lemon juice then the water. Mix together well.
Over a medium heat, whisk until the cream thickens then take off the heat and mix in the butter. Set aside to cool.
When the meringues are ready, leave to cool then spoon in the lemon cream into each meringue nest and chill in the fridge for an hour.