It is a bit more involved than just deleting all *.lnk files.
If a shortcut points to a file or folder that no longer exists, then the shortcut is considered "invalid" and can be deleted by ccleaner.
This functionality is already present for shortcuts in the start menu or on the desktop, but there are cases where users or other programs store shortcuts in other locations (which ccleaner cannot currently process in the same way).
As this has already been done for start menu and desktop, doing it for custom folders (and subfolders) should be a trivial exercise for the ccleaner developers.