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In the bowl of a stand mixer, combine 1 cup all-purpose flour, whole wheat flour, yeast, sugar, and salt. Whisk to combine.
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In a small saucepan, heat water 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. Mix on medium-low speed for 2 minutes.
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Switch flat beater to dough hook. Turn mixer to speed recommended for using the dough hook. Gradually add walnuts and 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 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 loaf pans (9- X 5- or 8- X 4-inch).
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Punch down dough and divide in half.
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Roll or pat each half to a 14- X 7-inch rectangle. Start with the shorter side and roll up tightly while pressing dough into roll with each turn. Pinch edge and ends to seal.
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Place rolled dough in bread pans. Cover with a tea towel and let rise until double, about 1 hour.
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Pre-heat oven to 375 degrees F while bread is on the second rise.
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Bake loaves for 35 to 40 minutes, until loaves sound hollow when tapped. Rotate loaves half way through baking for even browning.
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Remove loaves from pans and cool completely on a wire rack.