In a large bowl, dissolve yeast and ½ teaspoon sugar in warm water. Let stand 5 minutes. Add milk, 1/4 cup sugar, salt and shortening to the yeast mixture. Stir in egg and whole wheat flour; beat 2 minutes. Gradually add bread flour. Dough will be soft and slightly sticky. Knead until smooth and elastic, 10 to 15 minutes by hand or 10 minutes with dough hook. Place in a greased bowl; turn once to coat. Cover; let rise in a warm (95° to 100°F) place until double in size. Punch down dough; cover and let rise again. Punch down dough again; cover and let rest 10 minutes.
Nutrition: Each roll provides approximately: 274 calories; 6 g protein; 51 g carbohydrates; 6 g fat (2 g saturated); 3 g fiber; 19 mg cholesterol; 30 mcg folate; 2 mg iron; 268 mg sodium.