In a large mixing bowl combine 1-1/2 cups of the flour and the yeast. In a saucepan heat and stir the 1-1/4 cups milk, 1/4 cup sugar, the shortening, and salt just until warm (120 degree F to 130 degree F) and shortening almost melts. Add to dry mixture in mixing bowl; add egg. Beat with an electric mixer on low speed for 30 seconds, scraping side of bowl constantly. Beat on high speed for 3 minutes. Using a wooden spoon, stir in as much of the remaining flour as you can.
Turn dough onto a lightly floured surface. Knead in enough of the remaining flour to make a moderately soft dough that is smooth and elastic (3 to 5 minutes total). Shape into a ball. Place in greased bowl, turning once to grease surface of the dough. Cover; let rise in warm place until nearly double in size (about 1 1/4 hours).
Punch dough down. Turn out onto floured surface. Cover; let rest 10 minutes. Meanwhile, grease a 9x5x3-inch loaf pan.
Roll dough to 18x7-inch rectangle. In a small bowl stir together the 1/4 cup sugar and the 1 teaspoon cinnamon. Brush dough with the 2 teaspoons milk; sprinkle with the sugar-cinnamon mixture. Roll up, jelly-roll style, starting from a short side. Seal seam. Place in prepared pan. Let rise in a warm place until nearly double in size (45 minutes).
In a small bowl stir together the 1 tablespoon sugar and the 1/2 teaspoon cinnamon. Brush loaf with the 1 tablespoon melted margarine or butter; sprinkle with the sugar-cinnamon mixture. Bake in a 375 degree F oven for 30 minutes or until bread sounds hollow when lightly tapped. If necessary, cover with foil the last 15 minutes of baking to prevent overbrowning. Makes 1 loaf (16 servings)