Preheat oven to 425 F. Pour a thin layer of oil to cover the bottom of an 8-inch round cake pan and place in the oven to heat. In a large bowl, thoroughly cut the shortening into the flour. Pour the milk in and stir until wet. The batter will be lumpy. Pour into the well-heated pan and bake for 15 to 20 minutes, until browned. Invert onto a plate.
Note: If self-rising flour is not available, simply add 1/12 teaspoon baking powder and 1 teaspoon salt to each cup of all purpose flour to make your own self-rising flour.