Roll the lemons under your palm to increase juice. Grate zest off the lemons and squeeze juice into a pitcher, removing all seeds.
Put horseradish and shallots into boiling vinegar, which has had simmering in it -- ginger and mace for 5 minutes. Add this to the lemon juice and zest. Boil all together for 30 minutes; transfer to glass jar with a lid. Paste a band of strong white paper around the lower part of the lid. Set in a dry cool place and leave it undisturbed for 3 months.
Then, through a funnel, pour off the liquid into small bottles, putting a teaspoon of salad oil at the top of each bottle. Cork and seal.