Boil water, sugar and orange peelings about 15 minutes. Set aside.
Cut figs into quarters, remove stems. Add boiled orange peelings and water, soak overnight.
Cut shortening into flour; add sugar and salt. Add water to make a workable pie dough consistency. Knead dough until smooth. Roll into a ball, cover and let rest about an hour. Roll dough into a square piece to 1/8" thickness and 12" long. Cut strips 2 3/4" wide and 12" long. Spread fig mixture in the center of each strip (about the size of a thumb). Bring the long edges of the dough together and seal. Cut filled dough in half. Form each piece into a ring and tuck the ends under. With a pair of scissors snip the top of the ring in several places, brush with a beaten egg yolk. Continue with remaining strips. Place on a greased cookie sheet about 1 " apart. Bake in a preheated oven 325 degrees about 20 minutes or until dough is golden.