To make the filling for the conch rolls: In a medium mixing bowl, combine the grated coconut in syrup and shredded coconut. Reserve until needed.
To make the conch rolls: Preheat the oven to 350 degrees F.
In a small mixing bowl, dissolve the yeast in the water and let it begin to foam. In a large mixing bowl, with your hands, combine the sugar, eggs, milk, shortening, 1 3/4 cups flour, coconut in syrup, shredded coconut, and salt. Once the ingredients are well incorporated, move the mixture into the bowl of a standing mixer. With the dough hook attachment on, gradually add the remaining 1 3/4 cups of the flour. Once all of the flour is mixed in, remove the bowl from the mixer, take out the dough hook, cover dough with a cloth, and let rise for 1 1/2 hours.
Punch down the dough in the center with your fist, cover the dough again, and let rise for another 30 minutes. Punch down the dough a second time. Cut into 4-ounce balls to make the conch rolls. Roll out the 4-ounce dough portions into circles. Roll up the circles to form a spiral shell. Place onto a greased baking sheet. Let the rolls rest for another 30 minutes. Baste the insides of the rolls with the coconut in syrup mixture.
Bake conch rolls for 12 minutes or until lightly golden brown. Once the rolls or loaves are pulled from the oven, brush with melted butter.
Recipe courtesy of Henrietta Weaver, The Art of Baking