Add the first 8 ingredients to a 1-1/2- or 2-pound bread machine according to the manufacturer's directions. Select the dough cycle. When cycle is complete, remove dough from machine. Punch down. Cover and let rest for 10 minutes.
Divide the dough into 24 portions. On a lightly floured surface, roll each portion into a 12-inch-long rope. Tie each rope into a loose knot. Tuck the top end under the roll; bring the bottom end up and tuck into center of roll. Place 3 inches apart on greased baking sheets. Cover and let rise in a warm place about 30 minutes or until nearly double. Combine 1 egg yolk and 1 tablespoon water; brush over rolls.
Bake in a 375 degree F oven for 10 to 12 minutes or until golden. Remove from baking sheets; cool on wire racks. Spoon about 1/2 teaspoon lemon curd into the center of each roll.