First, melt the shortening and add milk to lukewarm.Set aside. Then,Add sugar,salt and eggs.Mix in the yeast. Pour the milk mixture into this mixture.Gradually add the flour to make a stiff dough. Let rise til double. Punch down.
Form into 1 1/2 inch balls. Place on cookie sheet. Make indention in center of each ball with fingers. Fill with favorite filling. Brush edges of kolace with egg. Bake in 350 degree oven 10-15 min.