Love this approach and implemented it myself.
A little enhancment is auto loading all the components ( at this moment only viable for single shortcakes ) but maybe this is interesting for you too.

// eleventy.js
const autoload = require('require-dir');
const components = './_includes/components';
const files = autoload(components);

// in the config function itself
Object.keys(files).forEach(component => { config.addShortcode(component,files[component]); });