Assuming if you're using Curse with a Ghost Type Pokemon thus creating the effect of the user losing half it's HP while the Opponent losing a certain amount every round.
Wonder Guard is an ability which blocks all un-supereffective attacks, provided they are a direct attack - one which has a base power/set power. Any indirect damaging moves like Sandstorm, Hail, Toxic and status ailments will hit through Wonder Guard so logically, yes Curse would work on Shedinja and KO it. Through paying half your HP seems like a hefty price to take out Shedinja :P