Dissolve yeast in water. Add sugar, salt and shortening to flour and mix as for pie crust.
Add egg yolks and yeast to warm milk; mix and add to flour mixture. Mix well. Place in refrigerator overnight.
Take out and roll into long strip about 9 inches wide and 1/2-inch thick; spread with 2/3 of egg whites (stiffly beaten), brown sugar, dates, raisins, nuts or any other desired fruits.
Fold 1/3 of dough lengthwise; fold other 1/3 over first fold. Shape like pretzel on a greased cookie sheet. Or if desired, dough may be divided into thirds or halves and made into separate cakes fashioned in the same manner as described above. Let rise until double in bulk.
Spread with remaining egg whites and bake in moderate oven (350 degrees) for 20 to 25 minutes. Spread with powdered sugar icing (powdered sugar, butter, vanilla, hot water).