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1
In a large bowl, dissolve yeast in warm milk. Add the shortening, sugar, eggs, salt and 3 cups flour; beat until smooth. Stir in cornmeal and enough remaining flour to form a soft dough.
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2
Turn onto a floured surface; knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease the top. Cover and let rise in a warm place until doubled, about 1 hour.
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3
For filling, place cranberries and water in a small microwave-safe bowl. Cover and microwave on high for 1 minute; set aside. In another bowl, combine the sugars, orange zest, cinnamon and nutmeg.
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4
Punch dough down. Turn onto a lightly floured surface; divide in half. Roll each portion into a 15x7-in. rectangle. Lightly brush dough with water; sprinkle sugar mixture to within 1/2 in. of edges. Sprinkle with cranberries.
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5
Roll up jelly-roll style, starting with a short side. Pinch seams to seal. Place seam side down in two greased 9x5-in. loaf pans. Cover and let rise in a warm place until doubled, about 1 hour.
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6
Brush with milk if desired. Bake at 375u00b0 for 35-40 minutes or until golden brown. Remove from pans to wire racks to cool.