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Sift together the flour, sugar, baking powder, baking soda, and salt.
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Cut in the shortening until mixture resembles crumbs.
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In a cup, thoroughly mix the beaten egg and milk.
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Add to the flour mixture.
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Stir only until the dough forms a ball, but is still sticky.
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Turn onto a floured surface and knead gently 10 strokes.
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Roll out to 3/4 inch thickness and cut with the rim of a glass that has been dipped in flour.
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Place on ungreased cookie sheet, touching each other.
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Bake at 450 deg F for 12 minutes.
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Brush with melted butter when hot.