With a sharp knife, score each lemon, cutting peel into four wedge-shaped sections. Loosen and remove peel with a spoon (save fruit for another use).
Place peel in a large heavy saucepan and cover with cold water.
Bring to a boil. Cover and cook for 30 minutes. Drain and repeat. Cool for 5 minutes. Carefully scrape off excess pulp from peel. Cut the peel into 1/4-in. strips.
In another saucepan, combine sugar and water; cook and stir over medium heat until sugar is dissolved. Add lemon strips. Bring to a boil. Reduce the heat; simmer, uncovered, for 50-60 minutes or until peels are transparent, stirring occasionally.
Using a slotted spoon, transfer strips to wire racks placed over a baking pan. Let stand for 1 hour. Sprinkle superfine sugar into an ungreased 15x10x1-in. pan. Sprinkle strips over sugar; toss to coat. Let stand for 8 hours or overnight, tossing occasionally.
In a microwave, melt chocolate chips and shortening; stir until smooth. Dip one end of each strip into chocolate mixture; place on waxed paper until set. Store in an airtight container for up to 2 weeks.