Cut shortening into flour; add salt and water to consistency of soft dough. Roll dough very thin; cut into strips about 10 cm by 8 cm. Place on each strip half to 1 teaspoon filling. Roll lengthwise to make finger strips. Use fork to seal finger strips. Fry in vegetable oil and drain on absorbent paper. Dip in cool syrup while hot. Do not cover, so they will stay crisp.
Thaktila can be frozen uncooked or cooked, as needed. Leftover syrup does not spoil and may be kept in refrigerator in airtight jar. Makes 100-120 pieces.