Sprinkle yeast and sugar over warm water in small bowl; stir until dissolved. Let stand 5 minutes or until bubbly. Combine whole wheat flour and 2 cups all-purpose flour in medium bowl. Measure 1-1/2 cups flour mixture into large bowl. Add yeast mixture, shortening, honey, egg and salt. Beat with electric mixer at low speed until smooth. Increase mixer speed to medium; beat 2 minutes. Reduce speed to low; beat in 1 cup flour mixture. Increase mixer speed to medium; beat 2 minutes. Stir in remaining flour mixture and enough additional all-purpose flour, beginning with 1/4 cup, to make a soft dough.
Turn dough out onto lightly floured surface. Knead 8 to 10 minutes or until smooth and elastic, adding more flour to prevent sticking, if necessary. Shape dough into a ball; place in large greased bowl. Turn dough over to grease top. Cover with clean towel. Let rise in warm, draft-free place (80°F to 85°F) about 1-1/2 hours or until doubled in size. Punch down dough. Turn dough out onto lightly floured surface. Knead dough briefly; cover and let rest 15 minutes. Meanwhile, grease 24 muffin pan cups.
Divide dough into 24 equal pieces. Cut each piece into thirds. Roll each third into a ball. Place 3 balls in each prepared muffin cup. Cover and let rise in warm place about 30 minutes or until doubled in size.
Preheat oven to 275°F.* Bake 20 to 25 minutes or until rolls are set but not brown. Immediately remove rolls from muffin cups and cool completely on wire racks. Store in resealable food storage bags in refrigerator or freezer.
To bake rolls, thaw if frozen. Preheat oven to 400°F Grease large jelly-roll pan. Place rolls in prepared pan. Bake 8 to 10 minutes or until golden brown.
*To bake and serve rolls immediately, preheat oven to 375°F Bake 15 to 20 minutes or until golden brown. Immediately remove from pan. Serve warm.