HEAT oven to 400ºF. Spray cookie sheet with no-stick cooking spray.
BEAT butter and sugar in large bowl until light and fluffy. Add egg and grated lemon peel. Fold in flour and baking powder, working it dough into a ball.
DIVIDE dough in half and shape into 2 strips 1 to 2 inches wide (will spread during baking). Place on prepared cookie sheet. Using handle of wooden spoon, make deep groove along center of each strip. Fill groove in with curd, making sure curd doesn't go over top of the groove.
BAKE 10 to 15 minutes. Cool on wire rack. Sprinkle with powdered sugar. Cut into "fingers" 1/2 to 3/4-inch wide.
TIP * To soften butter: Heat unwrapped butter in microwave 10 to 15 seconds.