Combine the cornmeal, all-purpose flour, salt, and sugar in a mixing bowl.

Cut in the butter or shortening until the pieces are about the size of a large pea.

Add the egg yolk and milk and toss lightly it forms into a dough. If the dough isn't binding, add additional milk, a tablespoon at a time, until the dough binds together.

Transfer the dough to a clean work surface. At this point, you will not have consistent dough.

Bring the dough together by folding it over until it starts to hold together. Give it several gentle kneads.

Divide the dough into 2 pieces.

Wrap the pieces in plastic wrap and flatten into rounds about 1 inch thick.

Chill the dough for at least a half hour. This allows the flour to hydrate, the butter to chill, and the gluten to relax.

Roll each round out on a lightly floured surface.