In saucepan, heat water and shortening until very warm (120°-130° F; shortening does not need to melt). In large mixer bowl, combine 1+1/2 cups flour, yeast, brown sugar, salt, and cinnamon; mix well. Add water with the shortening to the flour mixture. Add egg. Blend at low speed until moistened; beat 3 minutes at medium speed. With a spatula, mix in the remaining flour, the apples and walnuts a little at a time until combined and you have a soft batter.