In a large mixing bowl combine 2 cups of the flour and the yeast. Heat milk, the 1/4 cup granulated sugar, shortening, and salt just until warm (120 degree F to 130 degree F) and shortening almost melts. Add to flour mixture; add egg. Beat with an electric mixer on low speed for 30 seconds, scraping sides of bowl constantly. Beat 3 minutes on high speed. Using a wooden spoon, stir in as much of the remaining flour as you can.
Turn dough out onto a lightly floured surface; knead in enough remaining flour to make a moderately soft dough that is smooth and elastic (3 to 5 minutes total). Shape into a ball. Place in a lightly greased bowl; turn once to grease surface. Cover; let rise in a warm place until double (1 to 1-1/2 hours).
Punch down; divide in half. Cover; let rest 10 minutes. Roll each dough half into a 12-inch square. Combine the 1/2 cup granulated sugar, the brown sugar, half (1/4 cup) of the melted butter or margarine, and the 1/2 teaspoon ground cinnamon; spread half of the mixture over each square. Roll each up into a spiral; seal seams. Cut into 12 slices. Place cut sides down on greased baking sheets 3 to 4 inches apart. Flatten each slice to about 3 inches in diameter.
Cover; let rise until nearly double (about 30 minutes). Cover with waxed paper. Using a rolling pin, roll to 1/8-inch thickness; remove paper. Brush rolls with the remaining 1/4 cup melted butter. Combine the 1 cup granulated sugar, pecans, and the 1 teaspoon cinnamon. Sprinkle over rolls. Cover with waxed paper; roll flat again. Remove paper. Bake in a 400 degree F oven 10 to 12 minutes or until golden brown. Immediately transfer from baking sheets to wire racks; cool. Makes 24 crisps.