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Step 1
Heat the milk, sugar and shortening in a small saucepan over medium-low heat, stirring to help melt the shortening, just until the mixture begins to simmer. Pour into a bowl. Set aside to cool to about 125 degrees F.
Step 2
Sprinkle the yeast over the warm milk mixture, then add 2/3 cup of the flour to the mixture. Stir until no lumps remain and the mixture looks like pancake batter. Cover with a towel or plastic wrap and let stand in a warm place for 2 hours.
Step 3
Add the salt, baking powder, baking soda and 1/3 cup of the remaining flour to the yeast mixture. Stir well and add the remaining 1 cup flour, 1/3 cup at a time, stirring well after each addition. Start using your hands after the final flour addition, kneading the mixture for a couple of minutes to form a smooth, elastic dough. Lightly oil a bowl, add the dough and turn to coat with the oil. Cover with a towel or plastic wrap and refrigerate for at least 12 hours and up to 24 hours.
Step 4
Lay the dough on a work surface and press it out to a 1/4-inch-thick rectangle (about 12 inches by 14 inches) using your fingers. (The work surface doesn't need flour. Just keep picking up the dough between presses.) Cut the rectangle into 4 equal strips crosswise, then cut each of those strips into 2 equal pieces, for a total of 8 pieces. Starting on the shorter side of a piece, roll each piece into a tight cylindrical coil. Pinch the edges to seal.
Step 5
Place each cylinder seam-side down in a 9-inch cake pan, putting 7 of the cylinders in a ring around the pan's edge. Each cylinder should point inward, like the hands of a clock. Put the last 1 cylinder in the center of the pan. Cover loosely with a towel or plastic wrap and let rise until nearly doubled in size, about 2 hours.
Step 6
Meanwhile, preheat the oven to 400 degrees F.
Step 7
Bake the rolls until golden, about 15 minutes. Brush with the melted butter and serve immediately.