Place the flour, baking powder and salt into a large bowl and mix with a dough hook for a few seconds. Add the shortening and milk. Mix until the dough comes together into a ball, scraping the dough off the hook a few times and turning it over, until the dough is smooth. Cover the bowl with plastic wrap and let the dough rest for 20 minutes.
Heat 1½ inches of oil in a medium saucepan over medium-high heat and use a candy thermometer to see when the oil temperature hovers around 375°F.
Sprinkle some flour on a large piece of parchment paper and use a rolling pin to roll out the dough until thin. You can cut the dough into any shapes you like. I cut 3-inch wide strips and then cut each strip into squares. I cut each square into two triangles. I used a fluted pastry wheel to add the pretty ridges to the edges of the triangles.
Place a wire rack over a large cookie sheet covered with aluminum foil. When the oil temperature is ready, fry six triangles at a time until golden, about 1¼ to 1½ minutes per side. Use a slotted spoon to lift up the sopapillas, allowing the excess oil to drip off, and place on the wire rack to cool. Make sure the oil temperature returns to 375°F before you add the next batch. Sometimes I have to lower the flame and wait a few minutes until the temperature cools to 375°F.
To serve, drizzle honey over the sopapillas and use a sieve to dust generously with the confectioners’ sugar. Sprinkle cinnamon on top and enjoy. Store covered at room temperature for up to two days. May be reheated.