Whisk baking powder, salt and flour together. Cut in shortening. Add cold water gradually until a soft dough is made (it will still be a little sticky). Flour hands and knead about 5 minutes until smooth and no longer sticky. Divide into 8 pieces. Cover dough with plastic. Working one piece at a time, flatten each piece until about 1/2 inch thick and the size of a lunch plate.
Heat oil in deep-fryer to 375 degrees F (190 degrees C).
Fry dough in oil; turn with tongs to brown each side. Drain on paper towels. Keep warm in paper towels in a 200 degree oven while cooking the rest.