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 F (43 degrees C). 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 F (190 degrees C).
Roll out 1 to 2 inch balls of dough into thin sheets. Fry sheets 1 to 2 minutes on a side, until puffed and golden. Drain on paper towels.
Combine cinnamon and 6 tablespoons sugar. Sprinkle over warm pastries. Serve.