Cream shortening; gradually add sugar, beating well at medium speed of an electric mixer.
Add egg, and beat well.
Combine flour, soda, salt, and cinnamon; gradually add to creamed mixture, mixing well.
Shape dough into a ball.
Place dough on a lightly floured surface; roll into a 16 x 8 inch rectangle.
Spread filling over dough, leaving a 1/2 inch margin on all sides.
Starting at long side, carefully roll dough, jellyroll fashion; pinch seam and ends of roll to seal.
Wrap dough in wax paper, and chill at least 1 hour.
Unwrap roll, and cut into 1/4 inch slices.
Place 1 inch apart on greased cookie sheets.
Bake at 350° for 12 to 15 minutes.
Cool on wire racks.