1. In a large bowl, dissolve yeast in warm milk. Add the butter, shortening, egg yolks, sugar and salt and 3 cups flour. Beat until smooth. Stir in enough remaining flour to form a soft dough. Cover and refrigerate overnight.
2. In a large saucepan, cook plums in water 12-15 minutes or until liquid is absorbed. Mash; add sugar and lemon juice. Cook for 8-10 minutes over low heat until thickened. Cool and refrigerate.
3. Turn dough onto a lightly floured surface; divide in half. Roll each portion into a 3-in. x 9-in. rectangle. Dot with butter; sprinkle with cinnamon. Spread about 1/3 cup plum filling down the center of each.
4. Fold a third of the dough lengthwise over filling. Fold remaining dough over top; pinch seams to seal and tuck ends under. Place seam side down in two greased 15-in. x 10-in. x 1-in. baking pans. Cover and let rise in a warm place for 2 hours or until doubled.
5. Bake at 350° for 25-30 minutes or until golden brown. Remove from pans to wire racks to cool. Combine the glaze ingredients; drizzle over loaves. Yield: 2 loaves (12 slices each).