The use of colloid supported lipid bilayers (CSLBs) for assembling colloidal structures has been of recent interest. Here, we use multi-component lipid bilayer membranes formed around anisotropic colloids and show that the curvature anisotropy of the colloids drives a sorting of the lipids in the membrane along the colloids. We then exploit this curvature-sensitive lipid sorting to create "shape-anisotropic patchy colloids" - specifically, we use colloids with six rods sticking out of a central cubic core, "hexapods", for this purpose and demonstrate that membrane patches self-assemble at the tip of each of the six colloidal rods. The membrane patches are rendered sticky using biotinylated lipids in complement with a biotin-binding streptavidin protein. Finally, using these "shape-anisotropic patchy colloids", we demonstrate the directed assembly of colloidal links, paving the way for the creation of heterogeneous and flexible colloidal structures.