Yes! Heavy cream is great to use with shakes.
Zane used to add several tablespoons to his, while many bodybuilders before him used much more.
Arnold reportedly mixed the powder & cream into a pudding-like consistency. Blair and Gironda instructed their guys to use raw eggs and cream.
The fat supposedly aids in nutrient absorption. Without carbs, guys actually leaned out on this concoction.
While I would never recommend anyone do this, I routinely consume 6 raw eggs each day, and mix my shakes with whole milk and heavy cream. I recently tried one of Blair's pudding recipes mixing 3 scoops of powder with 6 eggs & just enough cream to thin it out a bit. The taste was NOT at all unpleasant. In fact, I looked forward to it.
The powder I used was a custom blend of casein, whole egg, beef, and whey solids. I ate the mix over four separate feedings between regular meals. The feeling of satiety was insane. I craved nothing and wasn't even hungry once that day.
I plan to try this every day for several weeks to gauge how my body responds.