Preheat oven to 350°Melt butter in a 13"X9"X2" baking dish or sheet cake pan.
In a saucepan, heat sugar and water until sugar dissolves.
Cut shortening into flour until particles are like fine crumbs.
Add milk and stir with a fork only until dough leaves the side of the bowl.
Turn out onto lightly floured board.
Knead just until smooth.
Roll dough out into a large rectangle about 1/4" thick.
Sprinkle cinnamon over apples. Then pour apples evenly over the dough.
Roll up dough like a jellyroll.
Dampen the edge of the dough with a little water and seal.
Slice dough into about 16 slices 1/2" thick.
Place in pan with melted butter.
Pour sugar syrup carefully around rolls.
Bake 55-60 minutes.