Combine first 3 ingredients in bowl. Cut in shortening until crumbly. Add milk, stirring to make soft dough. Roll out on lightly floured surface to 1/2 inch thickness.
Sift together flour, baking powder and salt into a mixing bowl. With pastry blender cut in 1/2 cup firm butter. Beat egg slightly, add milk and vanilla and beat to combine. Stir into flour mixture. Roll out dough thinly on lightly floured board.
Sift dry ingredients together, cut in the shortening. Add buttermilk and the yeast, dissolved in the water. Mix until all flour is moist. Cover and put in the refrigerator until ready to use.
