Sift first 4 ingredients together; cut in shortening till mixture resembles coarse crumbs.
Combine egg and milk; add all at once to dry mixture, stirring just to moisten.
Stir in pecans.
Drop by heaping teaspoonfuls on greased baking sheet.
Combine 2 tablespoons sugar and cinnamon; sprinkle over.
Bake at 425° about 10 minutes.