Pat the sweetbreads dry and peel and discard the most obvious membranes without breaking the sweetbreads into small pieces. Mix mace, salt and pepper with flour, and dust the sweetbreads, shaking off the excess. Heat the oil in a heavy, oven-proof frying pan over medium heat on the stove and add the sweetbreads. Cook until they are dark golden on both sides, about 5 minutes per side. Do not crowd the pan or they won't brown. Tilt the pan and pour off any remaining oil and add the shallots, wine and broth and bring to a boil. Cover the skillet and transfer to the oven. Turn temperature to 160ºC and cook 35 minutes, turning once. Remove pan from oven and use a slotted spoon to transfer the sweetbreads to a platter. Add the cream to the cooking juices and quickly boil the liquid until it starts to become sauce-like, about 10 minutes. Remove from the heat and whisk in the butter. When it's time for dinner, strain the sauce over the sweetbreads; decorate with slices of lemon.