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Cream shortening, sugar and beaten egg.
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Mix in dry ingredients, then alternate mixing in with milk.
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Chill dough overnight or as long as it takes to make the dough easy to handle.
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Roll and cut into circles, one for the top and one for the bottom.
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Place the bottom circle on the greased cookie sheet, add one+ teaspoon jam/jelly in the center. With a moistened finger, wet the outside edge of the bottom circle, place the top circle over the bottom and seal the edges by pressing down. (You can do this with a fork if you prefer, like the edge of a pie crust).
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You can also put the jam on one side and flip the top over to make a half moon.
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Bake @ 350 degrees for 12-15 minutes or until the bottom edge is starting to brown.