Dissolve yeast in warm water. Stir in milk, sugar, salt, egg, shortening and 2 cups of flour. Beat until smooth. Mix in enough remaining flour to make dough easy to handle. Turn dough onto lightly floured board; knead until smooth and elastic, about 5 minutes. Place in ungreased bowl; turn greased side up. COver; let rise in warm place until double, about 1 1/2-2 hours. Punch down dough; divide in half. Shape, let rise 20 minutes before baking. Heat oven to 400 degrees and bake 15-20 minutes.
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