Place milk in a small saucepan and bring to a simmer over medium heat. As soon as milk simmers, remove from heat and stir in shortening until melted. Set aside to cool slightly (to about 105°F to 115°F). Add warm milk mixture and remaining ingredients to the bowl of a stand mixer fitted with a dough hook attachment. Mix on lowest speed until dough comes away from the sides of the bowl and forms a ball, about 1 minute. Increase speed to medium low and mix until dough is smooth and springy, about 4 minutes. Lightly oil a large mixing bowl, add dough, and turn to coat in oil. Cover with a damp towel and let rise in a warm area until doubled in size, about 1 hour. Punch down dough and turn onto a clean surface. Divide dough into 18 (1-1/2-ounce) pieces. Shape each piece into a smooth, round bun (keep the rest covered with the towel as you work). To do so, cup your hand around the dough, press down very lightly, and roll the dough against the surface to form a bun. Slightly flatten bun and place on an ungreased baking sheet. Repeat to make 18 buns. Set buns aside in a warm area until slightly risen and puffy (note that they will not double in size), about 30 to 40 minutes. Meanwhile, heat the oven to 400°F and arrange the rack in the middle. When buns have risen, bake in the oven until they are golden brown, crusty, and have an internal temperature of 190°F, about 15 to 17 minutes. Remove from the oven, transfer to a rack, and let cool at least 10 minutes before serving.