Blend flour, shortening, baking powder and salt to a crumbly mixture.  Add beaten egg and enough milk to blind to a pie dough consistency. ( If you have a food processor, pulse the first 4 ingredients together, add the egg and milk, pulse until the dough forms a ball). Let rest for 10 minutes.  Cut dough into 4 pieces.   Roll out each piece to the size of a dinner plate.  Prick all over with a fork.  Roll out all the dough, placing plastic wrap between circles of dough.  In a large skillet, heat 3-4 tablespoons of olive oil.  Cook each bread until light brown, turn until brown on all sides.  Layer cooked breads between paper towels, add additional olive oil to the pan, if needed.  Serve warm.