Beat cream, sugar and vanilla until thick. Spoon just a little cream lower the center of the serving plate (this can hold biscuits in position).
Dip 1 biscuit into sherry. Spread 1 side of biscuit with 2 teaspoons of cream. Stand upright on plate. Repeat with remaining biscuits, sherry and cream, pressing together to create a log. Spread remaining cream over log. Refrigerate for six hrs. Sprinkle with chocolate shavings. Serve.
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