Slice off the top of each lemon. Carefully scoop out all the pulp and juice with a teaspoon. Discard any white pith, skin, and pits, then purée the pulp and juice in a food processor or blender. You will need 150 ml (5 fl oz). If there is less than this, top it up with water.
Put the measured water, honey, sugar and bay leaf into a saucepan. Stir over a low heat until the sugar has dissolved, then leave to cool. Blend the mixture with the lemon purée and the yogurt. Do not remove the herb at this stage.
Pour into a freezer tray or shallow dish and freeze until lightly frozen, then gently fork the mixture and remove the herb. Return the ice to the freezer.
Transfer the ice to the refrigerator about 20 minutes before serving. Serve in individual bowls, decorated with strips of lemon rind.