In a bowl, combine the flour, baking soda, baking powder and salt. Set aside.
In another bowl, cream together the shortening and sugar until light and fluffy. Beat in the egg and vanilla until smooth. Stir in the flour mixture just until combined.
Roll the mixture into 1-tablespoon sized balls and roll in the coarse sugar. Place at least 2 inches apart on an ungreased baking sheet. Bake until the cookies are just set, about 10 minutes. Allow to cool completely.
To make the frosting, beat together the marshmallow creme, butter and vanilla. Slowly add in the powdered sugar until smooth. Place the frosting in a decorating bag with a large round tip.
Place a dollop of lemon curd on the center of each cookie. Pipe the frosting around the lemon curd. Sprinkle with additional coarse sugar, if desired.