Heat together, but do not boil, milk, sugar, salt, and shortening until shortening is melted.
Cool to lukewarm.
Add yeast and stir until dissolved. Stir in flour, 2 cups at a time, beating until smooth after each addition.
Put in a greased bowl, cover with a damp cloth and let rise until double about 30 minutes.
Dust hands with flour and pinch off pieces of dough about the size of a golf ball. Stretch each ball into a think 6-8 inch circle. Have oil at 350°. Drop stretched dough, one at a time, into hot oil.
Fry until it rises to the surface, turn and fry other side until light brown.
Drain on absorbent paper and sprinkle generously with sugar mixture.