In a large bowl, stir together flour and salt. Add shortening, 4 beaten eggs, evaporated milk, yeast and 1/4 cup sugar. Mix as much as you can in the bowl, then turn out onto a floured surface and knead until smooth, about 5 minutes. Place into an oiled bowl, cover and chill overnight.
To make the filling: Melt margarine and stir in sugar. Mix in the cinnamon and walnuts; remove from heat and set aside to cool. When the nuts are cooled, stir in the egg and just enough of the milk to moisten the filling.
Preheat oven to 350 degrees F (175 degrees C). Grease cookie sheets. Roll out dough to 1/4 inch in thickness. Sprinkle some of the remaining sugar over the dough. Cut into small triangles about 3 inches long and 2 inches at the base. Put a teaspoon of filling at the base of the triangle and roll towards the point. Roll in sugar and place 2 inches apart onto the prepared cookie sheets.
Bake for 10 to 15 minutes in the preheated oven. Remove from baking sheets to cool on wire racks.