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Combine the flour, baking powder and salt; cut in shortening.
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Add 1-2 teaspoons orange zest to milk, stir.
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Stir the milk mixture into the flour mixture with a fork just until dough leaves sides of the bowl, the dough might be slightly sticky.
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Roll the dough out, on a lightly floured surface, into a 1/4 inch thick rectangle. Brush the top with butter (I prefer to use soft butter and spread it).
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Combine 1 teaspoon orange zest and sugar, stir to distribute the zest, mix in the cinnamon; sprinkle evenly over dough.
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Roll up, starting on the long side. Cut into 1/2 inch thick rounds.
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Place the rounds, with sides just touching, in greased 9" round pan.
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Bake at 425°F for 18-20 minutes or until golden brown.
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Remove from the oven, cool for about 10 minutes and drizzle with glaze, serve warm.