Cook the shallot in a skillet with the butter over medium heat until golden, 3 minutes. Whisk heavy cream, egg yolk and lemon zest in a bowl; reduce the heat to low and whisk into the skillet along with the pecorino.
Whisk until slightly thickened, 2 minutes. Season with salt and plenty of pepper. Toss with the cooked fettuccine and some pasta-cooking water. Top with more pecorino cheese. Enjoy.