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In a large mixing bowl sift flour, measure out 4 cups and sift again -- add salt baking powder & sugar.
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Cut in shortening.
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Add milk, a little bit at a time, until you have a ncie dough ball -- the texture will be a bit crumbly.
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Cover dough ball with a wet paper towel and let stand for 1 hour.
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Preheat about an inch (more is better) of vegetable or corn oil in a skillet or high walled griddle to 375°F.
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Working in batches grab 1/2 cup of dough and roll out as thin as you can get it, about 1/16 of an inch.
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This should make roughly 3 sopapillas, smaller does work out better in this case ;).
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Using a pizza cutter or knife cut dough into rectangles (or squares or circles, go crazy people!) lol.
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Drop the dough into the hot oil one at a time and briefly submerge to help puff.
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This is also where the amount of oil is important -- there should be enough oil to allow the dough to puff up and still be submerged in oil.
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Consistency of oil temperature is also important. That's why its better to work in small batches.
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Tapping them against the side of the skillet can also help.
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Remember -- love your sopapillas -- its the love that makes them puff!
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This recipe should make approximately 20 sopapillas.