In a 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°.
Sprinkle in yeast and let sit until foamy.
Transfer mixture to a large bowl. 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°.
Roll dough into 1 to 2 inch balls. Shape or roll dough into thin, round discs. Fry discs, 1 to 2 minutes on each side, until puffed and golden. Drain on paper towels.
Combine cinnamon and remaining sugar. Sprinkle over warm pastries. Serve.