Add shortening and sugar to a mixing bowl.
Whip until creamy. About 2 minutes.
Add baking powder, cinnamon, and ½ the masa harina.
Mix on low. About 2 minutes.
Add remaining masa harina.
Change mixing handles, or use a spatula.
Add the cajeta and milk.
Mix thoroughly. Be sure to scrape the sides of the bowl.
Add the chopped pecans.
Fold them in gently, or low on the mixer.
Soak the corn husks in hot water for 30 minutes.
Once the corn husks are pliable, add a large tablespoon to the center of the corn husks.
Use your best judgement as to how much to add to each corn husk.
Place standing with the open-side up while you finish assembling the rest of the tamales.
Add water to a steamer.
Add the tamales with the open-side up.
Steam for 1 ½ hours.
Tamales are ready when the peel away from the corn husks easily.