Combine cake mix, 1 egg and shortening in a large bowl. Beat at low speed with mixer until crumbs form. Reserve 1 cup. Pat remaining mixture lightly into ungreased 13x9 pan. Bake 15 mins. or until lightly browned.
Combine remaining 2 eggs, sugar, lemon peel, baking powder and salt. Beat until light and foamy. Pour over hot crust and sprinkle with reserved crumb mixture.
Bake 15 mins. or until lightly browned. Sprinkle with confectioners sugar. Cool and cut into bars.