To make the topping: In a small bowl, add the sugar and flour.
With a pastry blender, cut in the shortening until mixture is like coarse crumbs.
Add in walnuts; stir and set aside.
To make the cake: In a mixing bowl, cream the shortening, sugar, and vanilla.
Add in the eggs, beating well.
In another bowl, add the flour, baking soda, and salt; stir to combine.
Add the dry mixture to the creamed mixture alternately with the sour cream; stir well after each addition.
Spread half of the batter into a greased 13x9 inch baking dish.
Spread half of the pie filling evenly over the batter.
Repeat layers.
Sprinkle topping mixture evenly.
Bake at 350°F for 50 minutes or until the top is browned and pick comes out clean.
Let cool slightly.
For glaze: In a small bowl, mix together the milk, powdered sugar, and vanilla; Drizzle over the coffee cake.
Cut into squares and serve.