Combine hot milk, shortening, sugar and salt in mixing bowl. Add 1 cup flour and beat well. Add yeast, egg and remaining flour and mix to moderately stiff dough. Turn out onto floured board. Knead gently to smooth out and round up dough. Cover and let rise until double in bulk, 50 to 60 minutes.
Meanwhile, prepare Spiced Raisin Sugar Filling and Pan Syrup.
When dough has risen, turn out and roll to rectangle, about 16 x 12-inches on lightly floured board. Spread with Spiced Raisin Sugar Filling. Roll up like a jellyroll, starting from long side. Cut into 12 slices. Arrange slices in 9-inch round cake pan prepared with Kahlua Pan Syrup. Press slices to flatten slightly. Let rise in pan until almost double in bulk, about 25 minutes.
Bake at 375 degrees F for 20 to 25 minutes, until richly browned. Remove from oven. Let roll stand in pan 5 minutes, then turn out upside down onto serving plate. Spoon reserved Kahlua Pan Syrup over top.
To make Spiced Raisin Sugar filling: Beat butter, sugar and cinnamon together until smooth. Beat in Kahlua mixed with raisins.
To make Kahlua Pan Syrup: Measure butter, brown sugar, corn syrup and Kahlua into small saucepan. Bring to simmering. Reserve 1/3 cup syrup to spoon over baked rolls. Turn remainder into 9-inch round cake pan.