To a small bowl, mix together the sugar, cinnamon, soft shortening, corn syrup and vanilla. It will clump together.
Line a baking sheet with parchment paper and pour the crumbly cinnamon mixture on top. Using a rolling pin or your fingers, shape the cinnamon mixture into a thin rectangle. It should cover almost the entire sheet of parchment paper.
Bake until melted and bubbly, about 30-40 minutes. The key is to look for the bubbles!
Let cool completely and then cut (using kitchen shears) or break into small pieces. I find it easier to cut mine with scissors.
Store in an airtight container and use in any recipe that calls for cinnamon chips.
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