Combine the cornmeal, flour, baking powder and salt in a bowl. Stir together.
Measure the buttermilk and milk into a measuring cup and add the egg. Stir together with a fork. Add the baking soda and stir.
Pour the milk mixture into the dry ingredients. Stir with a fork until combined.
In a small bowl, melt 1/4 cup shortening in the microwave. Slowly add the melted shortening to the batter, stirring until just combined.
In a cast-iron skillet, melt the remaining 2 tablespoons shortening over medium heat. Pour the batter into the hot skillet. (The batter should sizzle.) Spread to even out the surface. Cook on the stovetop for 1 minute, and then transfer to the oven and bake until golden brown, 20 to 25 minutes. The edges should be crispy!