Preheat oven to 350°. Spread almonds in 13-by-9-inch metal baking pan and bake for 10 minutes, until fragrant and golden. Transfer nuts to a board and let cool.
Place almonds in the bowl of a food processor and pulse in 10 one-second pulses to coarsely grind. Break shortbread cookies into small pieces, add to almonds, then pulse again until mixture is finely ground and beginning to clump. Transfer crumbs to same baking pan, spreading evenly, then press crumbs firmly into bottom of pan. Bake at 350° until golden and set, about 10 minutes.
In a bowl, whisk together sugar and flour. Whisk in lemon juice, then eggs and vanilla extract. Pour lemon mixture over warm crust, reduce oven temperature to 300° and bake until set, about 30 minutes. Transfer pan to a rack and let cool completely. Cut into 20 bars and dust with confectioners' sugar before serving.