In a medium saucepan, warm heavy whipping cream over medium heat until hot but not boiling.
Meanwhile, in a small bowl, mix sweetener, almond flour, xanthan gum and salt.
Once the whipping cream mixture is hot, add the dry ingredients.
Stir continually as the sauce begins to thicken, 2-5 minutes. Add 2 egg yolks to a small bowl and beat with a fork.
Pour a small amount of hot mixture into the egg bowl. Mix quickly and add back into the hot mixture. Continue stirring for another few minutes as sauce thickens.
Once you can scrape your spatula across the pan and it leaves empty space (i.e. it is more thick than liquid), then remove from heat and add lemon extract. Mix well.
Add to a small bowl and cover with saran wrap so that it touches the top of the pudding. Let thicken further in the fridge. About 30 minutes.