Bring the agave to a boil in a large saucepan with high sides; use a larger pan than you think you will need. Let boil for 1 minute, carefully add the cream (it may splatter when you pour it in) and let cook for 1 minute just to heat the cream.
Whisk the egg yolks in a mixing bowl. Ladle in about ¼ cup of the warm cream mixture and stir. Add the egg mixture into the cream, whisk together and cook, stirring, until thick enough to coat the back of a spoon, about 5 minutes.
Pour the mixture through a fine meshed strainer into a pitcher and pour into small bowls, tea cups or ramekins. Refrigerate for 4 hours or until firm. Sprinkle each serving with a little salt and serve.