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Sprinkle yeast over warm water. Add 1 tablespoon sugar. Set aside for 10 minutes.
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Warm milk in small saucepan. Stir in shortening or butter, remaining 3 tablespoons sugar and salt.Cool to lukewarm.
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Stir dissolved yeast into milk mixture.
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Thoroughly mix in half of the flour. Add remaining flour, 1 cup at a time until dough is no longer sticky. Knead, until smooth and satiny. Place dough in an oiled bowl and cover with small towel. Place bowl in warm spot. Let rise until doubled in bulk (about 1 hour).
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Punch down and let rise again until doubled in bulk (about 30-60 minutes).
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Grease three 4 1/2 by 8 1/2 inch pans generously with butter.
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Divide dough into three pieces. Roll out into 3 rectangles, approximately 8x10 inches. Spread each rectangle with cinnamon sugar mixture (about 1/3 cup of sugar mixture per loaf). You should have about 1/2 cup of the sugar mixture left over to make the cinnamon butter. Roll each piece of dough starting at short end, tucking end under when placing in pan.
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Brush the loaves with a beaten egg (optional) and sprinkle with sugar.
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Let rise again until doubled (or about 30-45 minutes) .
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Bake at 350 degrees for 45 minutes.
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Remove from pans immediately, and sprinkle with additional sugar.
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Sweet Cinnamon Butter: Soften butter in microwave, or leave sitting out on counter while preparing dough. Mix butter and 1/2 cup cinnamon sugar mixture together in medium size bowl. Spoon into crock and serve at room temperature with bread.