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For cinnamon mixture, combine granulated sugar and cinnamon in a small bowl.
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For cookie dough, combine shortening and brown sugar in a large bowl. Beat at medium speed until well blended. Beat in eggs and vanilla until well blended.
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Combine flour, baking powder, salt and cinnamon in a small bowl. Add to creamed mixture; mix well.
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Turn dough onto sheet of waxed paper. Spread dough into 9x6 inch rectangle. Sprinkle with part of the cinnamon mixture. Roll up edges jelly-roll style into a log, being careful not to break the dough. Dust log with remaining cinnamon mixture. Wrap tightly and refrigerate at least 4 hours.
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Heat oven to 350.
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Slice dough 1/4 inch thick with a sharp knife. Place on prepared cookie sheets. Bake for 8 minutes or until lightly browned on top. Cool on cookie sheets for 4 minutes and then transfer to wire rack.
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Mix together powdered sugar and enough milk to create a thin mixture. Drizzle over cookies.