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In the bowl of a stand mixer, combine 2 1/2 cups flour, yeast, sugar, and salt. Whisk to combine.
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In a small saucepan, heat 1 1/4 cups water, milk, and shortening until 120 to 130 degrees F. (Shortening will not melt)
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Add warm liquid to the bowl and stir to combine. Place bowl on stand mixer with the flat beater. Add 1 cup of flour and mix on medium-low speed for 3 minutes.
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Switch flat beater to dough hook. Turn mixer to speed recommended for using the dough hook. Gradually add enough remaining flour to make a firm dough.
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Knead with the dough hook for 4 to 5 minutes. While dough is kneading, grease a large bowl.
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Turn dough out on a lightly floured surface and hand knead a few times until the surface is smooth and elastic.
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Place dough in the greased bowl and turn to coat surface. Loosely cover with plastic wrap or a tea towel.
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Let rise in a warm place (72 - 75 degrees F) until doubled, about 1 hour.
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While the dough is rising, grease two baking sheets.
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Punch down dough. Divide into 8 equal pieces (recommended to use a scale).
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Roll or pat each piece to an 8- X 4-inch rectangle. Start with the longer side and roll up tightly while pressing dough into roll with each turn. Pinch edge and ends to seal.
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Place buns on the cookie sheets, 4 per sheet and spaced equally apart.
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With a serrated or very sharp knife, cut 2 to 3 slashes across the top of each bun.
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Cover buns with a tea towel and let rise until double, about 20 minutes.
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Pre-heat oven to 425 degrees F. In a small bowl, whisk together the egg white and 1 tablespoon of water to make an egg wash.
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Brush egg wash on tops of buns.
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Bake buns for 15 to 20 minutes, until golden-brown. Rotate buns half way through baking for even browning.
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Remove buns from cookie sheets and cool on a wire rack.