Whisk together flour, sugar, yeast, and salt in a bowl.
In another bowl, whisk warm water, honey, egg, and vanilla. Stir in melted shortening.
Using a stand mixer with a dough hook, combine wet and dry ingredients. Mix on low until combined, then knead on medium for 8 minutes.
Shape dough into a ball, place in a lightly oiled bowl, cover, and let rise 1–2 hours until nearly doubled.
Mix cinnamon and sugar in a small bowl.
Roll dough into a 12×8-inch rectangle. Sprinkle evenly with cinnamon sugar, leaving one clean edge.
Roll tightly, seal the edge with water, and cut into 1-inch pieces.
Place on a parchment-lined baking sheet, lightly press each piece, and let rise 45 minutes until puffy.
Baking: Bake at 350°F (175°C) for 12–15 minutes until lightly golden.
Frying: Fry at 350°F oil for 1–2 minutes per side until golden.
Glaze warm buns generously. This Homemade Honey Bun Recipe is best enjoyed fresh.