Preheat oven to 425°F (220°C).

Place vegetable shortening in a 10-inch skillet with an ovenproof handle or a 9-inch square baking pan.

Place the skillet with shortening in the oven to heat.

While the skillet is heating, combine cornmeal, flour, baking powder, and salt (if using) in a mixing bowl.

Add milk and egg to the dry ingredients.

Mix well until just combined.

Once the skillet is very hot and the shortening is melted, carefully remove the skillet from the oven.

Pour the melted shortening into the batter and mix well.

Pour the batter into the hot, prepared skillet.

Bake for 35 to 40 minutes, or until the surface cracks and the edges are deep golden brown and pull away from the sides of the pan.

Serve warm.