Position racks in the upper and lower thirds of the oven; preheat to 350˚. Line 2 baking sheets with parchment paper. Whisk the flour, baking powder and salt in a medium bowl.
Beat the butter, sugar and lemon zest in a large bowl with a mixer on medium-high speed until pale and fluffy, about 2 minutes. Add the egg yolks and vanilla and almond extracts and beat until combined. Reduce the mixer speed to low and gradually beat in the flour mixture until combined, then slowly add the milk and beat until just combined.
Transfer the dough to a piping bag fitted with a 1/2-inch open star tip. Pipe 1 3/4-inch logs about 2 inches apart on the prepared pans. (You will have leftover dough.)
Bake, switching the pans halfway through, until the cookies are golden around the edges, 18 to 24 minutes. Let cool 5 minutes on the pans, then remove the cookies to racks to cool completely.
Pipe the remaining dough onto one of the used parchment-lined baking sheets and bake only 15 to 20 minutes. Let cool 5 minutes on the pan, then remove the cookies to a rack to cool completely.
Sandwich a thin layer of lemon curd between the cookies (1/2 teaspoon each). Microwave the candy melts and shortening in a microwave-safe bowl in 30-second intervals, stirring, until smooth. Dip the cookies partway in the candy melts, letting the excess drip off. Return to the racks and top with nonpareils. Let set, about 1 hour.