Melt butter and put in a 9x13 inch dish. Heat sugar and water until sugar melts. Cut shortening into flour. Add milk and form into soft ball; roll out dough.
Sprinkle apples with cinnamon; place on dough and roll up like jelly roll. Cut in slices and place in pan with melted butter.
Pour sugar syrup around rolls and bake at 350° F for 60 minutes.
Servings: