Preheat your oven to 350 degrees F and line a baking sheet with parchment paper.
In a large bowl, sift together flour, baking powder, sugar and salt.
Using a pastry cutter, cut the shortening into the bowl of dry ingredients. You’ll want to continue cutting until the mixture looks crumbly and well-combined.
Add egg and chicken stock and mix thoroughly.
Pour the dough mixture onto a clean working surface, lightly floured, and knead until a doughball forms.
Wrap the dough in plastic and chill in the refrigerator for a half hour.
Mix cheddar cheese and parmesan cheese in a small bowl and set aside.
Remove the chilled dough from the fridge and spread flour evenly on a working surface. Use a rolling pin to roll the dough so that it’s about ¼ of an inch thick.
Use a circular cookie cutter, about 3-4 inches in diameter and cut 12-15 circles out of your dough.
Place the dough cut-outs on a lined baking sheet. Fill each one with cheese mixture, right in the center. Fold over and seal using a fork.