Part 1, Yogurt: Combine sugar, orange juice and peel in small saucepan over medium heat and cook until sugar is dissolved , stirring frequently. Let cool; refrigerate.
Part 2, Yogurt: Using a food processor fitted with the steel blade, place bananas and lemon juice in bowl and puree, stopping machine once to scrape down sides. Add chilled syrup and mix 20 seconds. Add yogurt and combine with on/off turns until just mixed---do not overprocess. Transfer to 8 inch round cake pan and freeze until firm.
Part 3, Yogurt: Remove from freezer and soften slightly, just until it can easily be spooned out. Transfer back to food processor bowl, still fitted with steel blade, and mix until smooth and fluffy, stopping machine once to scrape down the sides, about 2 minutes. With machine running, add egg whites through feed tube and mix thoroughly, about 1 minute. Return mixture to cake pan and freeze.
Part 4, Yogurt: Remove from freezer about 15 to 20 minutes before serving and allow to soften slightly. Turn into work bowl and mix until soft, light and uniformly smooth, about 2 minutes. Spoon into individual dishes and serve immediately with Almond Cookies.
Part 1, Cookies: Using a food processor, coarsely shop nuts in work bowl using on/off turns. Add flour, cinnamon, salt and baking soda and mix until nuts are finely minced, about 5 seconds. Remove and set aside.
Part 2, Cookies: Combine sugar and eggs in work bowl and mix until foamy and light, about 1 minute. Add butter and shortening and mix until fluffy, about 1 minutes. Add extracts and blend well, about 10 seconds. Add nut mixture and combine with 4 to 6 on/off turns just until flour is incorporated; do not overprocess.
Part 3, Cookies: Transfer dough to waxed paper and roll into 2 cylinders each about 14 inches long and 1 1/2 inches in diameter. Wrap well and freeze until firm.
Part 4, Cookies: About 15 minutes before baking, position rack in center of oven and preheat to 375 degrees. Cut cylinders into slices that are 1/4' inch thick, reshaping into circles if necessary. Place 1 inch apart on ungreased baking sheets. Beat egg with salt and use to brush over dough. Bake until lightly browned, about 8 to 10 minutes. Immediately remove from baking sheets and cool on wire racks.