Preheat oven to 400 degrees F.
In a bowl, combine warm water and yeast together. Set aside and let sit for 5 minutes until frothy.
In a large bowl, combine 2 cups of flour, sugar, nonfat dry milk, and salt and mix until well combined.
Add in shortening and work into the dry ingredients until it is crumbly in appearance.
Add water and yeast mixture along with egg to the dry ingredients and begin mixing.
Gradually add flour one cup at a time to form a soft dough. Once all flour has been added, continue kneading or mixing for another 2-3 minutes. When done, the dough should be slightly sticky to the touch.
Cover the dough with a towel and let rise until double in size.
Once dough has risen (about an hour), generously flour a surface on the counter and scape the dough out of the bowl and onto the floured surface.
Knead a few times, then cut dough into two even pieces and form two loaves.
From there, cut dough into 12 even pieces.
Form balls, making sure to tuck the ends of the dough underneath.
Place dough on a silicone baking mat on a baking sheet and lightly press down on the top of the dough to slightly flatten it.
Repeat process until all buns have been made.
Place the buns in the oven and bake for 10-15 minutes until the top of the buns are golden brown.
Remove buns from oven and transfer to a cooling rack and let cool.
When buns have cooled, cut lengthwise into two slices.
Serve with hamburgers and desired fixings.
Enjoy!