In a large bowl, beat two large eggs until foamy. Gradually add in one cup of sugar, beating constantly. Stir in one cup of milk, five tablespoons of melted shortening, and one teaspoon of vanilla.
Sift together the dry ingredients separately first: four cups of all-purpose flour, four teaspoons of baking powder, and an optional half a teaspoon of salt.
Add the dry bowl to the wet ingredients, mixing well. Cover and chill the dough for 30 minutes to 1 hour for easier handling.
Preheat the oven to 450 degrees. Spray a baking sheet with vegetable cooking spray or use a very light coating of melted butter. Roll out the dough on a lightly floured board to a half-inch thickness. Cut with a donut cutter. Place the donuts and holes on the baking sheet, about an inch apart. Bake for ten to fifteen minutes or until golden brown.
After cooling, brush each donut and hole with melted butter and roll in Cinnamon Sugar to coat all sides.