3/4 cup vegetable shortening
Mix flour, salt, and baking powder. Cut in shortening until crumbly.
Mix orange juice and egg yolks together and add to flour mixture with a fork. Form into 2 balls, wrap, and chill for a few hours.
Place 1 ball on a floured board and roll out as thinly as possible into a rectangle.
Spread 1/2 jam on bottom third of dough. Combine nuts, cinnamon, and sugar and sprinkle 1/2 mixture over entire rectangle and roll like a jelly roll
Repeat with second ball. Place on a lightly greased cookie sheet. Score top about every 1/2 inch.
Bake in a 350 degree oven for about 20 minutes.
Slice while still warm.