Scald 1 cup milk and pour over 1/4 cup sugar. Add 1/4 cup shortening and 1 teaspoon salt. Cool to lukewarm. Dissolve 1 package dry yeast in little warm water. Add yeast to milk mixture. Add 1 beaten egg and 3 cups flour; beat with spoon. Turn out on floured board. Gradually add 1/2 cup more flour. Knead until smooth.
Place in greased bowl and let rise at 85 degrees until double in bulk. Punch down and let rise again. Divide dough into 2 portions; roll in oblong shape, 1/2 inch thick. Spread with poppy seed filling. Roll lengthwise. Shape each roll into circle or crescent like shape. Brush with melted butter. Let rise for about 45 minutes. Bake 30-35 minutes at 350 degrees.
Frost immediately with 1 cup powdered sugar and 1/2 teaspoon vanilla. Add enough hot milk to spread.