In a large bowl mix together the hot water, sugar, and vegetable shortening. (The vegetable shortening will start to melt, but there will still be clumps floating in the mixture.)
Then add the yeast and egg along with an egg yolk. Mix in salt and flour until a soft dough forms. Cover and refrigerate overnight.
The next day: Preheat the oven to 350°F and line a baking sheet with parchment paper or spray with cooking spray.
Lightly press down on the dough to release the air. Next, with a sharp knife divide dough into two balls.
On a floured work surface start by rolling out one of the balls of dough into a long rectangle with a rolling pin. Mix together the cinnamon and sugar in a small bowl. Then add your filling in this order generously: a layer of 3 tablespoons of melted butter, then ½ cup orange preserves, ½ of the cinnamon and sugar, ½ cup cranberries, and ½ cup walnuts.
Roll up the dough from the long side by lifting and tucking the dough underneath and repeating until it is one long log. Transfer quickly to a prepared baking sheet seam side down. (The side where the dough ends.) Form dough into a U shape. Cut three slits into coffee cake with a sharp knife to expose some of the filling.
Then, cover with a dish towel to rise for 30 minutes on top of the stove before baking. Repeat by making the second coffee cake and place on the same pan. Bake at 350°F for about 25 minutes or until light golden brown. Remove from the baking sheet about three minutes after baking so it cools a little but doesn’t stick to the pan.
Drizzle with orange icing: mix 1 cup of powdered sugar along with 4 tablespoons orange juice. Enjoy warm or at room temperature.
