Zest 1 mandarin and cut the remaining mandarins in half, then remove the insides ensuring not to break the shells.
Juice the mandarins and strain the pulp, leaving just the juice.
Add cream and sugar to a pot or saucepan then bring to a boil over a medium-high heat, stirring until the sugar dissolves.
Reduce the heat to medium and boil for 3 minutes, stirring constantly. Adjust the heat if needed to prevent the mixture from boiling over.
Remove the mixture from the heat then stir in the mandarin juice, lemon juice, vanilla extract, salt and zest. Allow to sit for 10 minutes to cool.
Place the mandarin haves on a rimmed baking sheet to give yourself an easy way to transfer the treats. Strain the filling into the mandarin halves, then cover.
Carefully place the treats in the fridge to set for 3-4 hours.
Once set, top with chocolate shavings and orange zest and enjoy!
