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1. Put 3/4 cups milk, yeast, 4 Tbsp. sugar, salt, egg, shortening and flour in the bowl fitted with the kneading/crushing blade. Launch the P1 pastry program. Be careful to leave the dough in the machine to rise for the next 40 minutes of the program.
2. At the end of the program, scrape dough onto a floured surface. Roll into a 12 x 15-inch rectangle. Spread with 2 Tbsp. of butter and sprinkle with remaining sugar and the cinnamon. Starting at one short side, roll up the dough and press edge to seal. Cut in 9 slices. Place cut sides down in a greased 9-inch square baking pan. Press until rolls are touching. Cover and let the rolls rise in a warm place for 1 hour or until almost doubled in size.
3. Preheat the oven to 350°F. Bake for 20-25 minutes or until golden brown. Cool in the pan for 10 minutes.
4. In a small bowl, mix the remaining 2 Tbsp. butter, powdered sugar, vanilla and 2 to 3 tsp. milk until smooth. Frost slightly cooled rolls.