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BUNS: In heavy saucepan, heat milk over medium heat. Add 1/3 cup sugar, the shortening and salt, stirring until sugar is dissolved and shortening melted. Pour into large bowl; let cool until lukewarm.
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In small bowl, stir together water and remaining sugar, stirring to dissolve sugar; sprinkle yeast over surface. let stand in warm place for 10 minutes, until puffy. Whisk egg and yeast mixture into milk mixture. Beat in flour 1 cup at a time until smooth dough forms.
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Turn dough out onto lightly floured surface; knead in remaining flour until soft but not sticky dough forms. Knead for 8 to 10 minutes until dough is smooth and elastic. Form dough into ball; place in lightly oiled bowl, turning dough to coat with oil. Cover loosely with plastic wrap; let rise in warm, draft-free place for 1 1/2 hours or until doubled in size.
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Punch dough down; let dough rest for 10 minutes. Divide dough into 24 even-size pieces; shape into buns. Place on greased or parchment-paper lined baking sheets. Cover with damp towel; let rise at room temperature for 1 1/2 hours or until doubled in size. Preheat oven to 375 degrees F.
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Bake buns for 12 to 15 minutes until well risen and golden brown, and buns sound hollow when tapped on bases. Let buns cool on wire racks.
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CREAM FILLING: In large bowl, beat together sugar, milk and egg whites until smooth. Beat in shortening and vanilla until smooth and creamy. Split cooled buns, spread with filling and preserves and sift icing sugar over tops.
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Sara Waxman -- Canadian Back Roads and Country Cooking.
