Add the sugar to the slightly beaten eggs, then add the milk and vanilla.
Sift the flour with the salt, stir into the liquid mixture and beat until smooth. Let the batter rest for 2 hours.
In a pot over medium-high heat melt enough shortening so that it comes halfway up the pot.
Dip the rosette iron into the hot fat to heat it, then drain the excess on a wet cloth.
Dip the iron into the batter—being careful not to let the batter cover the top edge of the iron—and then quickly immerse the battered iron into the hot fat.
Do not let the battered iron touch the bottom of the pot.
Cook each rosette 2 to 3 minutes, until golden.
Remove the rosette from the iron using a fork to nudge it, if needed.
Drain the rosettes on paper towels, and drain the excess fat off the iron onto a wet cloth.
Repeat until all of the batter is used. Let the rosettes cool.