Sift together dry ingredients. Cut in shortening until mixture resembles coarse meal. Add egg and buttermilk, stirring just until dry ingredients are moistened. Turn dough out onto a lightly floured surface; knead lightly 3 or 4 times.
Roll dough to 1/4-inch thickness; cut into 2 1/2-inch circles. Make a crease across each circle, and fold one half over. Gently press edges to seal.
Place on a greased baking sheet. Bake at 450° for 15 minutes or until lightly browned.
Oxmoor House Homestyle Recipes