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Combine flour and salt; cut in shortening until mealy.
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Add water.
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Mix well.
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Roll dough out on floured board to 1/4-inch thickness.
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Spread with butter and 1 cup of the sugar.
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Roll dough up like a jelly roll.
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Cut into 1-1/2-inch thickness as for cinnamon rolls.
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Put into greased pan.
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Bake at 350 degrees F about 20-25 min.
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When done, combine 2 cups milk with remaining 1 cup of sugar and vanilla.
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Bring to a boil.
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Pour over rolls.
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Return to oven and bake about 7 minutes longer.