Heat milk on stove just to boiling point. Remove from stove and add shortening, sugar and salt. Let cool until just warm. (About 10 minutes.)
In a small bowl add yeast to the 1/2 cup warm water and mix to dissolve. In a large mixing bowl add 1 cup of the flour, the cooled milk mixture, the yeast and the egg. Mix well with a spoon. Add the other 1 1/2 cups flour, mix and turn out onto a floured surface. Knead about 10 times until dough is not sticky, can add more flour if needed. Grease a large bowl or crock. (I just use Canola oil) Add dough and turn once so both sides will be oiled. Let rise about 1 1/2 hours in a warm place. (I just cover with a dish towel on the counter.)
After dough has doubled, punch down, remove from bowl and roll out to a rectangle about 17 inches by 9 inches.
Combine 1/2 cup brown sugar, 1/4 cup melted butter, and 1 teaspoon ground cinnamon. Brush or spread on the rolled out dough. If using nuts, add them. Roll dough up lengthwise. Cut in slices. Place in greased 9 x 13 baking dish.
Let rise till doubled. Bake in preheated 375 degree oven 30 to 40 minutes.