Your knife needs to be extremely sharp. Most people think a "sharpening steel" sharpens the blade. It simply "hones" the blade, straightening it. You need a knife sharpener. Or better, a service that will do it for you (there used to be this old guy in the "knife truck" that drove around Brooklyn Hgts, I miss him). A hack I use (arthritic hands) is to pierce the rind so your blade has an entry point, that will make the slicing easier.
I worry that a mandoline may be difficult to use on lemons due to the varying textures of the skin and pulp. Mandolines perform better on solid vegetables like beets and potatoes, in my experience.
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Have you tried sharpening your knife?