Preheat oven to 450 degrees. Combine cornmeal, flour, salt, and baking powder in a bowl. Stir.
Measure the buttermilk and milk in a measuring cup and add the egg. Stir it together with a fork. Add the baking soda and stir again. Pour milk mixture into the dry ingredients. Stir with a fork until combined.
In a small bowl, melt 1/4 shortening. Slowly add melted shortening to the batter, stirring until just combined. In a cast iron skillet, melt the remaining 2 tablespoons shortening over medium heat. Pour the batter into the hot skillet. Spread to even out the surface (batter should sizzle).
Cook on stove-top for 1 minute, then bake for 20 to 25 minutes or until golden brown.