What kind of bread are you making? Pizza dough is typically made with oil, and quick breads. Usually, shortening is used to make something flaky or fluffy by cutting it into the flour before adding liquid ingredients, and often butter is used in its place. It's not interchangeable if the shortening is mixed with the flour first. If you're baking just regular loaf bread, it normally calls for milk and butter to be scalded together in a pan and cooled before adding the yeast, then mixing it into the flour. In that case, since the shortening would melt, it could be used interchangeably with oil with only a minimal texture difference.
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