In the bowl of a food processor, combine the flour, baking powder and salt. Pulse for a few seconds and then pour into a large mixing bowl.
Add the shortening and knead it into the flour with your hands until it is crumbly. Add the milk all at once and mix in with a spatula until it begins to come together.
Lightly flour your hands and the countertop and turn the dough out onto the countertop. Knead the dough ball, folding over 10 to 20 times. Using a rolling pin roll the dough to 1/3 to 1/2-inch thickness, then cut into rounds using a 2 1/4-inch ring. Roll each round as thinly as possible or to 5 to 6 inches in diameter.
Spoon 1 to 2 tablespoons of filling onto the dough, brush the edges of half of the dough lightly with the egg wash, fold over and seal the edges together with the tines of a fork, dipping it into flour as needed.
Gently press down to flatten and evenly distribute the filling and snip or cut 3 slits in the top of the pie. Dock pies that are going to be deep-fried, instead of snipping or cutting slits.
TO PAN FRY PIES: Place a medium saute pan over medium low heat along with 1 to 2 tablespoons vegetable, canola oil or butter.
Once heated, place 2-3 pies at a time into pan & saute until golden on both sides, about 3-4 minutes per side. Allow to cool 4 to 5 minutes before serving.
TO DEEP FRY PIES: Heat vegetable oil in a deep-fryer or a large heavy pot to 375 degrees F. Once hot, add 1 to 2 pies at a time and fry until golden brown, approximately 3 to 4 minutes.
TO BAKE PIES: Preheat the oven to 350 degrees F. Place finished pies onto an ungreased cookie sheet. Bake for 25 to 30 minutes or until golden brown.
TO MAKE TOASTER PASTRIES: Preheat oven to 350 degrees F. Divide dough in half and roll out to less than 1/8-inch thick. Cut into 4 inch by 5 inch rectangles.
Place 1 to 2 tablespoons of filling onto center of one piece of dough. Brush the edges with egg wash and top with second piece of dough. Seal edges by pressing together with tine of fork. Gently press down to flatten and evenly distribute the filling and dock the top of the pie. Repeat with second half of dough. Bake for 20 minutes.
Remove from the oven, allow to cool completely and place into zip-top bags until ready to toast. The pies will not be brown until toasted.
MANGO FILLING: Place all of the ingredients into a small saucepan over high heat and bring to a boil. Reduce the heat to low, cover and simmer for 30 minutes, stirring occasionally.
Transfer to a bowl and place in refrigerator to cool completely before using as filling. For each pie place 1 to 2 tablespoons onto the center of the dough. Follow directions above.
CHOCOLATE FILLING: Place the sugar, cocoa powder, and butter into a large zip-top bag and squish to combine. Cut a whole in 1 corner of the bag. For each pie, pipe 1 to 2 tablespoons of mixture onto the center of the dough. Follow directions above.