Place sugar, shortening or butter and salt in large bowl. Bring milk to boil
in small saucepan. Stir hot milk into the sugar mixture until shortening melts;
cool to lukewarm. Meanwhile, soften yeast in the warm water. Stir in beaten egg.
Stir yeast/egg mixture into milk mixture. Mix in half the flour and beat
thoroughly. Add remaining flour and mix well. Cover dough with towel and let rise
in warm place until double in size, about 45 minutes. Place dough on floured
surface, flour it lightly, and knead very briefly. Roll out to 1/3" thick. Cut
into 2- or 2 1/2" rounds with cookie cutter. Gather scraps, re-roll, and cut
again. Allow dough rounds to rise a second time while you heat shortening or oil
in deep, heavy pot. Test the heat of the fat by dropping a small piece of dough
in it; the dough should begin to puff and "bubble" immediately (the temperature
should be between 350°F and 365°F).
Just before frying the pastries, make a large, deep indentation in the middle of
each (for the filling) with your thumb. Drop the rounds into the oil with the
indentation side down. Fry only a few at a time; do not crowd the pot. Turn them
over as soon as one side is golden brown (this will only take a moment!) and fry
until second side is golden brown and pastry is puffed. (If they darken too
quickly, reduce the heat.) Suspend finished pastries briefly over pot to allow
excess oil to drip off. Drain on paper towels, again with indentation side down.
Cool completely. When ready to serve, roll or toss kneecaps in powdered sugar.
Fill centers with dabs of pie filling and/or whipped cream.