On a lightly floured surface, roll out dough to form a 12x7-inch rectangle. Place in a greased 12x7-1/2x2-inch baking dish.
In a saucepan, combine almonds, 1/4 cup sugar, 3 tablespoons butter, water, and honey. Cook and stir until bubbly. Spread over dough. Cover; let rise in a warm place for 30 minutes or until nearly doubled. Place dish in a shallow baking pan.
Bake in a 350 degree F oven for 25 to 30 minutes. Cool in dish for 10 minutes. Remove from dish; cool.
Meanwhile, for custard, in another saucepan, combine the 1/3 cup sugar and cornstarch. Stir in the milk, then add 1 tablespoon butter and shortening. Cook and stir until bubbly. Cook and stir for 2 minutes more.
Gradually stir about half of the hot mixture into the yolks. Return all to saucepan. Cook and stir until nearly bubbly. Reduce heat. Cook for 2 minutes more. (Do not boil.) Remove saucepan from heat. Stir in vanilla. Cover surface with waxed paper. Let cool slightly (30 minutes).
Split bread in half. Fill with custard. Cover; refrigerate for 3 to 24 hours. Cut into squares. Serves 9.