Combine the shortening, sour cream, salt, and vanilla (mixture should be lukewarm).
Crumble or sprinkle in the yeast.
Combine whole egg and egg yolks and beat until creamy; blend into yeast mixture.
Sift flour, measure, and blend into yeast mixture.
Place in a greased bowl, cover with damp cloth, and refrigerate 2 hours.
Mix sugar and cinnamon and spread on your board.
Roll dough into a rectangle (15 by 18 inches), turning so both sides are coated with sugar.
Fold over 3 times as you would a letter.
Repeat rolling and folding 3 times or until sugar is used up.
Roll into a rectangle about 1/4 inch thick and cut into 1 by 4-inch strips.
Twist strips, lay on greased baking sheet.
Bake in moderately hot oven (375°) 15 minutes.
Cool