Dabbing them with a cotton bud soaked in methylated spirits will kill them and is often the recommended method. Their 'shells' are impervious to insecticidal sprays so only a systemic type (which is taken into the plant tissues) would work. However, there is no way I would use any insecicide on something I was going to later eat (fingers crossed you get some lemons.)
A trowel in the hand is worth a thousand lost under a bush.
SB Plant Invigorator in a high pressure sprayer sorted mine out. It must be in a high pressure sprayer, the sort you have to pump up first, in order for it to work. A normal trigger sprayer won’t do the trick. I treated mine about 3 times and no more scale bug having suffered with it for ages! https://www.amazon.co.uk/SB-Plant-Invigorator-500ml-Concentrate/dp/B00BIG471S
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https://www.amazon.co.uk/SB-Plant-Invigorator-500ml-Concentrate/dp/B00BIG471S