Bring water and granulated sugar to a simmer in a medium saucepan over medium heat. Cook, stirring, until sugar dissolves, about 5 minutes.
Cut out a circle of parchment the size of the saucepan. Add lemons, and cover with parchment. Simmer gently until lemons are soft and translucent, about 1 1/2 hours.
Remove lemons from syrup, and transfer to a wire rack set over a baking sheet to drain.
Preheat oven to 400 degrees. Roll out puff pastry on a lightly floured surface to an 11-by-14-inch rectangle. Lightly score a 1-inch border around edges using a sharp paring knife. Brush entire surface of dough with egg wash, and sprinkle with sanding sugar. Freeze until firm, about 30 minutes.
Bake pastry until golden, 22 to 24 minutes. Let cool completely.
Meanwhile, whisk heavy cream and vanilla seeds with a mixer on medium speed until soft peaks form.
Top pastry with lemon slices. Serve with vanilla cream.
Lemons can be refrigerated in syrup for up to 1 week.