Mix together yeast, water, milk, sugar, salt, shortening and flour. Knead about 10 times; set in warm area and let rise 1 hour.
Divide dough in half. Roll each half out on a floured board into 10 by 12 inch rectangle.
Brush with melted butter. Sprinkle with cinnamon and sugar to taste.
Roll up dough along long edge; cut roll into 1 to 2 inch slices. Lay slices flat, with cut side up, on a cookie sheet. Put in a warm place. Let rise 2 hours or more. Bake in 350 degree oven for 20 to 25 minutes, until golden brown and baked through. Let cool, then top with Confectioner's Icing.
Directions for Confectioner's Icing:
Sift confectioner's sugar. Add other ingredients and mix with mixer until even consistency is reached. Drizzle over cooled Cinnamon Rolls.