Filling: In saucepan, combine sugar, cornstarch and salt. Stir in water. Add egg yolks, lemon peel, and lemon juice. Cook and stir till bubbly. Cook 1 minute more, then stir in butter. Cover surface with waxed paper and cool thoroughly before using.
Cake: Grease and lightly flour two 9-inch round cake pans. Combine flour, baking powder and salt. In a mixer bowl, beat shortening using medium speed for about 30 seconds. Add sugar and peels; beat until well combined. Add eggs, one at a time, beating 1 minute after each. Add dry ingredients, milk, and lemon juice alternately, beating after each addition. Turn into pans. Bake at 350 for 30 minutes or till done. Cool 10 minutes in pans. Remove from pans and cool on wire racks. Split layers horizontally. Spread Lemon Filling between layers.