Place 1-1/2 cups flour in a large mixing bowl. Make a hollow in the center and pour eggs into it. Add yolk, shortening, sugar, salt, and lemon rind. Work it with a wooden spoon until dough forms (add remaining 1-1/2 cups flour as necessary). Knead dough on floured surface until smooth and no longer sticky. Cut small pieces of dough and roll into thin ropes. Cut ropes into 1/4-inch pieces. Roll each piece into a tiny ball.
Heat oil (at least 2 inches in a deep-fry pan) to about 370 degrees F. Fry a handful of strufoli at a time, until golden brown. Remove with a slotted spoon; drain on paper towel.
Melt honey on medium heat and stir in orange rind. Add strufoli, stirring them in very gently with a wooden spoon. Coat them well with the honey, then remove from pan and "mound" them on a decorative platter. Sprinkle with colored sprinkles and let them cool.
Cover with waxed paper and store at room temperature. They will stay crisp for several days, if they last that long. Enjoy!