Put the egg, egg yolks, and sugar in a 2-3 quart heavy bottomed saucepan and whisk well to combine. Whisk in the lemon juice.
Add the butter and begin heating on medium to medium high, whisking almost constantly.
As the butter melts, switch to a silicone spoonula and continue stirring, scraping the sides and bottom of the pan as the mixture begins to thicken. When it comes to a gentle bubble, stir for a few seconds more, then remove from the heat. The curd should be glossy and thickened.
Push the curd through a strainer, pressing down with the back of your silicone spoonula to get as much through as possible. You'll just be left with a few small lumps of cooked egg.
Let the curd cool a bit, then cover and chill until cold. It will thicken more as it cools.
Whip the cream and confectioner's sugar together until stiff peaks form. Gently fold in the chilled lemon curd until no streaks are left.
Fill 4 glasses or jars with the curd and then cover and refrigerate again until serving.