In a large bowl, combine the flour, sugar and salt; cut in the shortening until crumbly.
Combine egg yolks and milk; gradually add to crumb mixture, tossing with a fork until dough forms a ball. Divide in half.
On a lightly floured surface, roll each portion into a 15x10-in. rectangle. Line a 15x10x1-in. baking pan with one rectangle; sprinkle with cereal.
Arrange apples over cereal. Combine the sugar, flour and cinnamon; sprinkle over apples. Top with remaining pastry; cut slits in top. Brush with egg whites.
Bake at 350° for 50-55 minutes or until golden brown. Cool completely on a wire rack. In a bowl, combine confectioners' sugar and enough milk to achieve drizzling consistency. Drizzle over bars. Store in the refrigerator.