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Proof yeast in 1/4 cup warm water.
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Scald milk; add sugar and shortening together.
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Let sit 10 minutes.
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Add egg.
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Add yeast.
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Add flour and salt.
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Turn dough onto floured board; cover; let stand 10 minutes to tighten up.
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Knead until elastic.
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Place in a greased bowl, turning once to bring greased side up; cover with a damp cloth.
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Set to rise until double in bulk for 2 hours; punch down.
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Let rise until double in bulk, about 45 minutes; punch down dough.
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Round up on board.
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Cover and let rest 15 minutes.
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Make filling by mixing together the brown sugar, coconut and butter.
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Roll out 1/4 inch thick on lightly floured cloth covered board.
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Cut rounds with 3 " cookie cutter.
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with a sharp knife cut 1 " slits on opposite sides of each circle dough about 1/2" from edge.
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place about 1/2 teaspoon filling in center of each circle; pull 1 slit of dough over filling and through other slit until filling can be seen.
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Pinch flaps around filling to make a stand up collar.
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Place rolls 1 " apart on lightly greased baking sheet.
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Brush with water; sprinkle with sugar.
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Let rise until double in bulk, about 1 hour.
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Bake 17 minutes until golden.
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in 400 degree oven.