Combine milk, shortening, sugar and salt. Cool to lukewarm by adding water. Add in yeast and mix well. Blend in egg. Gradually add in flour. Mix until dough is well-blended and soft.
Roll out dough on a well-floured board to 18x12-inch rectangle. Spread with cinnamon or pecan filling. Roll as for jelly roll and cut into 1-inch slices. Place cut side down onto greased 12x8x2-inch pan or muffin tins. Let rise in warm place until doubled (about 1 hour).
Bake at 375 degrees for 25 to 30 minutes. Makes 18 medium rolls.
Spread dough with: 1/4 Cup Brown Sugar; 1 Teaspoon Cinnamon; and 1/4 Cup Pecans or Walnuts, Chopped.
Combine 1/2 Cup Brown Sugar; 3 Tablespoons Light Corn Syrup; 1 Tablespoon Butter; and 1/4 Cup Pecans or Walnuts, Chopped. Spread mixture in bottom of 12x8x2-inch pan. Place rolls on top of filling.