In a shallow dish, cover the gelatine with hot water. Leave to soak for a few minutes until softened, then drain and put into a pan with 2 Tablespoon water. Heat gently, swirling until dissolved. Cool then whisk into the cheese mixture, then fold in the zest. Whip double cream to soft peaks and fold in. Pour into the tin and chill at least 2 hours or overnight.
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