Stir sugar, ground cinnamon, shortening, and corn syrup together in a small bowl until dough comes together. Place dough between two layers of parchment paper; roll to 1/8- to 1/4-inch thick. Transfer to a baking sheet; remove top piece of parchment paper.
Bake in preheated oven until golden and bubbly, about 35 minutes. Cool completely and break into pieces.