Preheat oven to 450F. Position the rack in the upper third of the oven.
Stir together the flour, sugar, baking powder, and salt in a large bowl. Cut the shortening with your hands and mix it with the flour mixture. Leave some small lumps of shortening intact.
In another small bowl whisk together the milk and egg and add it to the dry ingredients all at once. Using a fork stir the dough together until it separates from the bowl walls and follows the fork around the bowl. Let the dough stand for 10 minutes, then transfer the dough to a heavy flowered work surface and dust the top of the dough well with flour. Pat the dough gently into a ¾ inch thick disk. Cut into a 2-inch round.
Bake the biscuits on an ungreased baking sheet until golden, 12 to 15 minutes.