Combine yeast, sugar, and hot water; stir in shortening until melted. Let sit 5 minutes.
Add 3 1/2 cups flour, and the salt, to yeast mixture. Add enough of the rest of the flour to form a soft dough.
Knead dough until elastic, about 5 minutes. Lay dough in a greased bowl and let rise, covered in a warm place, 1 to 1 1/2 hours. Dough should be doubled in size. Punch down.
Separate dough into 12 even portions. Form dough into ovals, about 1/2 inch thick. Fold 1/3 of the dough toward the center and flatten; fold dough in half in the same direction and flatten. Roll dough to form a ball. Lay dough, seam side up on a cooking spray coated baking sheet. Let dough rest, covered about 1 hour.
Coat each piece of dough with skim milk and bake at 375 degrees F for 25 minutes.