Mound the flour on the counter and make a well in the center. Place the sugar, shortening, yeast, eggs, lard, cinnamon, vanilla, and milk in the well. Work into a dough and knead until the dough pulls away from the counter. If the dough is too soft, knead in more flour. Shape into a ball, grease and flour it lightly, and place in a greased bowl. Let stand in a warm place for 2 1/2 hours, or until doubled. cover with a towel and refrigerate overnight.
Shape the dough into balls the size of a peach. Decorate the tops with strips of dough to look like bones. Place the rolls on greased baking sheets and let rise in a warm place for about 1 1/2 hours, or until doubled in bulk.
Dust with sugar and bake in a preheated 350 degree oven for 30 minutes or until the bottoms sound hollow when tapped.
For those of us with no time, this bread can be purchased in a Mexican bakery during the last part of October. Sometimes you will find it in the shape of little "men", or, as in this recipe, rounded with "bone" shapes on the top.
Serve with Mexican hot chocolate on the Night of the Dead.