1. Preheat the oven to 400 degrees.
2. In a mixing bowl, toss together the saltines, melted butter and sugar until the crackers are evenly coated; spread on a cookie sheet and bake for 10 minutes.
3. While the crackers are baking, whisk together the sweetened condensed milk, egg yolks, and fresh lemon juice. Refrigerate at least two hours to give the custard a chance to set up.
4. Once the crackers have cooled, and the custard has thickened in the fridge, assemble the desserts: Place a cracker at the bottom of a small bowl, top with a hearty spoonful of the lemon custard, and follow twice more with alternating layers of crackers and custard. Repeat in the rest of your small bowls. Keep in the refrigerator before serving.
5. Just before serving, then, beat your whipping cream to stiff peaks with the vanilla and powdered sugar. Dollop fresh whipped cream on top of the pies and enjoy!