In a large bowl, combine the flour, sugar, baking powder, and salt. Cut in shortening until mixture resembles coarse crumbs. Beat egg and milk; stir into dry ingredients just until moistened. , Turn onto a lightly floured surface; roll to 1/2-in. thickness. Cut with a 2-1/2-in. floured biscuit cutter. Place 1 in. apart on an ungreased baking sheet. Bake at 450° for 10-12 minutes or until golden brown. Serve warm.