Preheat a cast iron skillet or griddle over medium-high heat.
Combine the baking mix, sugar, egg and milk in a medium bowl. Mix gently. Form a ball and knead the dough gently on a floured surface for 5 to 8 strokes, until the dough holds together. Pat or roll the dough to form a 6-inch circle. Cut the dough into 12 wedges.
Grease pan with shortening. Turn down to medium heat and add the wedges of dough.. Cook for 4 to 5 minutes, adjusting the heat and repositioning the wedges until they're an even pancake-brown. Flip and cook another 3 to 4 minutes.