For the dough: Knead the shortening into the flour, sugar and salt with your hands. Add in egg, water, and vinegar, mixing well. Form dough into a ball, wrap in plastic, and chill for one hour.
Meanwhile, wash sweet potatoes well, and cut into large chunks. Boil sweet potatoes with the cinnamon until the potatoes are easily pierced with a fork. Drain water from pot. Remove cinnamon sticks.
After the sweet potatoes have cooked, peel, then puree with an electric hand mixer. Add in sugar, as desired.
Heat your oven to 350°F (176°C). Form the dough into 30 balls. Using a tortilla press or a rolling pin, flatten the dough into circles.
Fill with a spoonful of mashed sweet potatoes. Do not overfill. Fold dough over the filling to form a half circle. Pinch edges together. Place on an ungreased cookie sheet.
When all empanadas are formed, crimp edges where empanadas is sealed with a fork. Bake for 20-25 minutes, until browned.