In a large bowl, dissolve yeast in warm milk. Add the sugar, shortening, egg, salt and 2 cups flour; beat on medium speed for 3 minutes. Stir in enough remaining flour to form a soft dough.
Turn onto a floured surface; knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise until doubled, about 1 hour.
Combine filling ingredients; set aside. Punch dough down; divide in half. On a floured surface, roll each portion into a 12-in. square. Spread filling over dough. Roll up tightly jelly-roll style; pinch to seal.
Cut into 1-in. slices; place on greased baking sheets (four slices per sheet). Cover with waxed paper; flatten slices with palm of hand into 3-in. circles. Cover and let rise until doubled, about 30 minutes.
Cover with waxed paper and flatten or roll into 5-in. circles. Brush with butter. Combine the sugar, cinnamon and pecans; sprinkle over butter. Cover with waxed paper; roll or flatten again. Discard waxed paper.
Bake at 400° for 10-12 minutes or until browned. Serve warm.
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