Soften the gelatine sheets by soaking them in a bowl of very cold water for 5–10 minutes until pliable.
Zest one lemon, then juice all three. In a large bowl, whisk the sweetened condensed milk, lemon juice and zest together until smooth.
In another bowl, whisk the chilled double cream with an electric whisk until it forms soft peaks.
Drain the gelatine sheets and gently dissolve them in a small saucepan over very low heat (or briefly in the microwave), taking care not to let them boil. Allow to cool slightly.
Pour the dissolved gelatine into the lemon mixture, whisking constantly to prevent lumps.
Fold the whipped cream into the lemon mixture with a spatula, using gentle upward motions, until light and airy.
Divide the mousse between individual glasses or a serving bowl, then chill in the fridge for at least 4 hours, or until set.