Pierce sausages several times with a fork. Place sausages in a large Dutch oven with water to cover; bring to a boil. Reduce heat; cover and cook 15 to 20 minutes.
Drain sausages on paper towels. Remove casings from sausages; discard casings. Cut each sausage in half lengthwise, and set aside.
Combine flour, baking powder, and salt in a small mixing bowl. Stir well, and set aside.
Pour boiling water over shortening in a large mixing bowl; beat at high speed of an electric mixer until creamy. Add flour mixture, stirring until well blended. Chill in refrigerator 10 minutes.
Roll pastry to 1/4-inch thickness on a lightly floured surface. Cut pastry into six 5-inch squares. Place a sausage half in center of each pastry square. Moisten edges of square; fold pastry in half to form rectangles. Press edges firmly together to seal.
Place on a lightly greased baking sheet, and brush with beaten egg. Bake at 425° for 10 minutes or until lightly browned.