Stir in nuts. In large mixer bowl, cream shortening and sugar. Starting from wide end, roll as for jelly roll. Wrap in foil. Repeat process with remaining dough and filling.
Freeze rolls several hours or overnight.
Place on greased cookie sheet. Bake in preheated 400-degree oven for 10 to 12 minutes, or until golden. Cool on wire rack. Drizzle with icing. Please take a moment to review our Privacy Statement.