Preheat oven to 400°. In a bowl, whisk together first 4 ingredients. Cut in shortening until the mixture resembles coarse crumbs. Whisk together egg and milk. Add to dry ingredients; stir just until moistened., On a well-floured surface, knead dough gently 8-10 times. Roll to 1/2-in. thickness; cut with a floured 2-1/2-in. biscuit cutter. Place on a lightly greased baking sheet. , Bake until golden brown, 10-12 minutes. Serve warm.