Rolls: MIX 2 cups flour, undissolved yeast, sugar and salt in a large mixer bowl. Combine water, shortening and mashed potatoes and heat to 120 to 130°F. Add to flour mixture; add eggs. Beat on low speed for three minutes until smooth. Gradually add more flour until dough is sticky.
KNEAD dough on floured surface until smooth, 8 to 10 minutes. Place in greased bowl, turning once to coat. Cover.
REFRIGERATE 2 to 24 hours.
For Lemon Filling: COMBINE sugar and corn starch in a 2-quart saucepan. Stir in lemon peel, lemon juice and water. Cook and stir over medium heat until slightly thickened and bubbly. Beat egg yolks in a small bowl. Gradually stir half the lemon mixture into the eggs; return the egg yolk mixture to the saucepan.
COOK and stir over medium heat until mixture comes to a boil; allow to boil for 2 minutes. Remove from heat and stir in butter. Cover surface of the lemon filling with plastic wrap.
CHILL for at least 1 hour; filling will keep up to a week.
To assemble rolls: GENTLY PRESS chilled dough down; divide in half. Roll one half into a 12 x 9-inch rectangle. Spread with two tablespoons butter and half the lemon filling. Roll jelly roll style and slice into 1-inch pieces. Place in a greased 13 x 9-inch pan. Cover. Repeat with remaining dough.
LET RISE until doubled, 1-1/2 to 2 hours. BAKE at 400°F for 15 to 18 minutes. Cool for 5 minutes and remove from pan. Cool an additional 20 minutes.
FROST with Lemon Cream Cheese Frosting.
Lemon Cream Cheese Frosting: BEAT cream cheese, butter and lemon juice in a mixing bowl until creamy, 2 to 3 minutes. ADD powdered sugar gradually until frosting is light and fluffy. Stir in lemon peel. Refrigerate icing if not using immediately.