Fig Pinwheels

1 For the cookie base: Combine wet ingredients – vegetable shortening, applesauce, sugar, vanilla, egg, milk and vinegar – in a large bowl. Whisk until mixture is smooth. Sift dry ingredients together – flour, baking powder, baking soda and salt – and whisk together. Fold dry ingredients into the wet ingredients, stirring until just combined. Let chill in refrigerator for one hour.
2 For the preserves: Bring water, orange juice and sugar to a boil in a large pot. You want the liquid to become clear before adding the figs. Quarter figs while water/OJ/sugar are coming to a boil. Drop in the figs to the pot and cook until sauce is thick and gooey. (About 30 minutes.) Add orange with peel on and stir in. Spoon into sterilized cans, then place in a water bath for 15 minutes. Pull cans out of water bath, and they are good to go!
3 Preheat the oven to 350°F. Grease or line a baking sheet with parchment paper, and set aside.
4 Once dough has chilled, roll into a 10″ by 20″ rectangle on a floured surface. Slather 1 to 1 1/2 cups of the fig preserves onto the dough and carefully roll up – like you would a cinnamon roll. Slice into 24 separate cookies, place on a greased baking sheet and bake for 10 minutes, or until tops of cookies are puffy and slightly golden. Let cool and then enjoy!