Cut off the ends of the lemons and score them crosswise, taking care not to cut them all the way through. Rub with some salt on the inside and outside. Transfer lemons to a sterile glass jar.
Add water, sugar, remaining salt and bay leaf to a small pot and bring to a boil.
Pour the hot brine over the lemons. Seal and store in a cool place and enjoy after 2 – 3 weeks!