In a medium bowl, combine flour, baking powder, sugar, ground cinnamon, and salt. Blend well using your hands or a large wooden spoon. With a fork, blend in shortening until well mixed.
Add the warm water; gently blend until all the ingredients come together, then knead no more than 20 times to form a smooth dough. Cover bowl with a towel for 30 minutes to 1 hour at room temperature.
After the dough has rested, knead once or twice, then break off pieces and shape them slightly smaller than a golf ball to make about 18 balls of dough. On a floured board and using a flour-dusted rolling pin, roll each ball into a disc about 1/8 inch thick and about 6 inches in diameter.
In a large saucepan or deep fryer, heat oil to 365°. Carefully place the discs one at a time into the hot oil. Fry each until golden brown and crisp, 2 to 3 minutes, turning once or basting with hot oil to fry the top. Remove buñuelos and place on paper towels to drain. Sprinkle with cinnamon sugar. Serve warm or at room temperature.