Sift flour into a large mixing bowl. Cut shortening into flour until it looks like sand.
Add egg and milk. Combine to form dough.
Gently knead and form dough into a ball. Dough is best when somewhat firm. If needed, place dough ball in a bowl and cover to chill until needed.
Filling
Combine beef and sausage, onions, and seasoning in skillet and brown. Do not over cook.
Sift flour over meat. Stir in and continue to brown. The flour will bind the meat together.
Remove from heat and cool to room temperature.
Roll ⅓ of dough at a time onto floured surfaced. Roll out thin like a pie crust. Cut into 4 inch circles. Put leftover pieces back into dough, gently form into new dough ball and continue until all of the dough has been used.
Spoon filling (about 1 tablespoon) onto one side of each dough circle. With a little water on your forefinger, lightly wet edges of the circle, fold the dough over the filling and crimp edges together with a damp fork.
Using a dutch oven or deep fryer, deep fry the pies at 375 degrees until golden brown. You can usually fry 3-4 pies at a time. Avoid overcrowding.