Dissolve yeast in warm water in large bowl. Combine milk, sugar, salt and shortening in medium saucepan. Heat to 115 degrees stirring until shortening is melted Add to yeast mixture. Stir in egg. Beat in 3 cups flour until fairly smooth. Stir in enough of remaining flour to make a very soft dough.
Turn onto lightly floured surface Knead 5 minutes, adding more flour if needed. Shape into a ball. Coat large bowl generously with no-stick cooking spray. Place dough in bowl, turning to coat surface, Cover with towel. Let rise in a warm place 1 1/2 hours or until double in size.
Coat two 13x9 pans with no-stick spray. Divide dough into 30 equal pieces. Shape into balls. Place 15 balls in each prepared pan. Cover with towel. Let rise in a warm place 20 minutes or until double in size. Heat oven to 400 degrees F. Bake 15 to 20 minutes or until golden brown. Brush tops with butter. Remove from pan. Serve warm. Makes 30 rolls.