Grease two 9-inch cake pans.

In the bowl of your stand mixer, combine 2 cups all-purpose flour, 1/3 cup granulated sugar, salt, and yeast.

Heat the shortening, water, and milk in a saucepan over medium heat, to 130 degrees (the shortening will not melt).

Stir the heated mixture into the flour mixture. Add the egg and vanilla bean paste, and beat on medium speed for two minutes, or until smooth.

Stir in enough of the remaining flour to make the dough easy to handle.

Using your dough hook on medium speed, knead for 3-5 minutes or until the dough has come away from the edges of the bowl and is smooth and elastic.

Cover the dough and let rest for ten minutes.

To make the cream cheese filling, beat the cream cheese, sugar, flour, and egg yolk until smooth.

Divide the dough in half, and roll each half into a 15-inch circle. Fold each circle into fourths, place into the pans, and unfold the dough.

Press the dough against the bottom and side of the pans, allowing the excess to hang over the sides.

Spread half of the cream cheese filling into the bottom of each pan, and top with half of the pie filling in each pan.

Using kitchen shears, make cuts at approximately one-inch intervals, within 1/2 inch of the filling.

Twist the strips of dough once or twice, and fold over the filling.

Beat the egg white, and brush the dough, then sprinkle with the almonds and the sugar.

Cover and let rise 45 minutes.

Preheat your oven to 375 degrees, and bake 30-40 minutes, or until golden brown.

Cool before removing cakes from their pans, then store leftovers in the refrigerator.