Using a mixer with the whisk attachment, whip the heavy cream, powdered sugar, pudding powder vanilla extract, lemon juice and lemon zest together on high until you have stiff peaks.

In the bottom of a 9x13 pan, spread a thin layer of whipped cream over the bottom. Add a layer of shortbread cookies topped with 1/3 of the remaining whipped cream.

Repeat the layers two more times until all the cookies and whipped cream have been used. Top with more lemon zest.

Cover with plastic wrap and chill for 4 hours, or overnight. Serve cold.