Preheat the oven to 450°F.
In a medium bowl, combine the flour, baking powder, sugar, and salt and whisk together.
Cut in shortening until the mixture resembles coarse crumbs.
Beat the egg with milk, then stir into the dry ingredients until it just moistened.
Turn onto a well-floured surface, knead 10 times.
Roll to inch thickness, fold over.
Roll to inch thickness, fold over.
Roll to 3/4 inch thickness.
Cut with a floured 3 inch biscuit cutter.
Place on lightly greased baking sheet, or a baking sheet lined with a silpat mat. Edges can touch.
If you desired a browner top, give the biscuits a light eggwash.
Bake at for 8-12 minutes or until golden brown.