Combine all filling ingredients in a bowl; cover and refrigerate until ready to use. For dough, combine warm milk, sugar, salt and yeast in a bowl. Let stand for 5 minutes. Add eggs, shortening and 3 cups flour; mix until smooth. Add enough of the remaining flour to form a soft dough. Turn out onto a floured surface; knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1 to 1-1/2 hours. Punch dough down; divide in half. Roll each half into an 18x9-in. rectangle. Spread each with half of the filling. Starting at the long end, roll up tightly and seal edges. Place on a greased baking sheet, sealing ends together and forming ring. With a scissors, cut two-thirds of the way through the ring at 1-in. intervals. Carefully turn each section onto its side. Cover and let rise until nearly doubled, 30-45 minutes. Bake at 350° for 25-20 minutes or until golden. Cool for 20 minutes. Beat confectioners' sugar, milk and vanilla until smooth. Remove wreaths to platter; drizzle with icing while warm. Decorate with candied cherries if desired.
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