In large mixer bowl, combine 2 3/4 cups of the flour, the yeast, and nutmeg.
In saucepan, heat together milk, sugar, vegetable shortening, and salt just until warm; stir to melt vegetable shortening.
Add to dry ingredients in mixer bowl; add eggs and vanilla.
Beat at low speed of electric mixer for 1/2 minute; scrape sides of bowl constantly.
Beat 3 minutes at high speed.
By hand, stir in raisins, fruits, and enough of the remaining flour to make a soft dough.
Turn out on lightly floured surface; knead until smooth.
Place in greased bowl; turn once to grease surface.
Cover; let rise until double, about 2 hours.
Punch down.
Divide dough in half.
Cover and let rest 10 minutes.
Shape half the dough into Baby Sugarplums; half into Little Sugarplum Loaves.
Or shape into 2 Sugarplum Round Loaves.