Dissolve yeast in lukewarm milk.
Combine sugar, salt, shortening and egg in mixing bowl and mix 1 minute at low speed.
Add milk and yeast mixture to the sugar, shortening and egg.
Mix 1 minute.
Add cake and bread flours and nutmeg.
Mix only enough for the flour to be incorporated, not more than 5 minutes.
Roll dough out to a 15" x 14" rectangle.
Brush with melted butter and sprinkle with crumble filling.
Starting from the 15-inch side, roll up jellyroll fashion.
Place seam side down and cut roll.
Slice into 1-inch slices. I used dental floss to cut into pieces. Make sure to watch the video tutorial.
Place each roll cut-side down on a greased baking sheet. Btw, I used a ceramic casserole dish.
Pat each roll until it is fairly flat.
Cover loosely with tin foil.
Let dough rise until doubled. I placed the rolls in my oven with it set to bread proofing. Bread proofs at 100°.
Bake at 400° for 15 minutes.
When partially cooled, brush with Powdered Sugar Glaze.