Combine milk and egg; stir well. Set aside.
Combine flour, salt, and sugar in a large mixing bowl; cut in shortening with a pastry blender until mixture resembles coarse meal. Sprinkle milk mixture over flour mixture; stir with a fork until dry ingredients are moistened. Shape dough into a ball, and wrap in waxed paper. Chill at least 1 hour or until ready to use.
Oxmoor House Homestyle Recipes