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1
In a large mixing bowl, dissolve yeast and sugar in warm water. Let sit until creamy; about 10 minutes.
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2
Mix in shortening, salt and 3 cups of the flour. Beat with dough whisk or heavy spoon for 2 minutes. Fold in egg whites. Gradually add flour 1/4 cup at a time, until dough forms a mass and begins to pull away from bowl. Turn onto a floured surface. Knead, adding more flour as necessary, for 8 to 10 minutes, until smooth and elastic with bubbles.
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3
Lightly oil a large mixing bowl, place the dough in the bowl and turn to coat with oil. Cover with a damp cloth and let rise in a warm place until doubled in volume, about 1 hour. Deflate the dough, form into a round and let rise again until doubled, about 45 minutes.
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4
Preheat oven to 425 degrees F (220 degrees C). Deflate the dough and turn it out onto a lightly floured surface. Divide the dough into 24 equal pieces and form into oval rolls about 3 1/2 inches long. Place on lightly greased baking sheets, cover and let rise until doubled in volume, about 40 minutes.
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5
Place an empty baking sheet on the bottom rack of the oven. In a small bowl, lightly beat the egg white with the 2 tablespoons of milk to make the egg wash. Lightly brush the risen rolls with the egg wash. Place 1 cup of ice cubes on the hot baking sheet in the oven and immediately place the rolls in the oven.
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6
Bake at 425 degrees F (220 degrees C) for about 20 minutes or until the tops are golden brown. Remove to a wire rack and cool.
