DOUGH: In small saucepan over medium heat, combine milk, salt, 2 tablespoons sugar and shortening. Heat until shortening melts and sugar dissolves. Remove from heat and let cool to lukewarm, 110 degrees. Sprinkle in yeast and let sit until foamy.
Transfer mixture to large bowl, and stir in flour to make a dough. Knead until smooth, cover and let rise 30 minutes.
In a large heavy skillet or deep fryer, heat 1-inch of oil to 375 degrees.
Roll out 1 to 2 inch balls of dough into thin sheets. Fry sheets 1 to 2 minutes on each side, until puffed and golden. Drain on paper towels.
CINNAMON SUGAR: In a small bowl, combine cinnamon and 6 tablespoons sugar. Sprinkle over warm pastries and serve right away.