FOR THE STARTER: The night before baking, place yeast and water in a small bowl, mix well and add the flour. Mix again. You don’t need to knead here. Cover with a plastic wrap and let sit on your kitchen counter top all night or at least 8 hours. Making this starter will increase the flavor of your bread. The next morning the starter will have a larger volume and will have formed lots of bubbles.
BAKING DAY. In a large bowl or your heavy-duty mixer, place the starter, flour, salt, yeast and melted shortening. Start kneading the dough, adding the warm water slowly right at the beginning of the kneading process. IMPORTANT: If you live in a very humid place, you will need to reduce the amount of water by about 2 tablespoons less than indicated. If using a mixer, knead for 7 minutes on speed 2; if kneading by hand, knead the dough for about 15 minutes. The dough will separate from your mixing bowl like it shows in the above picture while kneading.
Remove dough from the bowl and place on your working surface to form a ball. It should look soft but still a little rough.
Grease a large bowl with shortening, oil or PAM spray. Place the dough and turn it all over to make sure all sides are covered with a coating of the grease. Cover with a plastic wrap and let it rest in a warm place for 2 to 3 hours or until the dough has doubled in volume. If you live in a warm and humid weather this step will take less time.
After the dough has doubled in volume, gently push your fist in to deflate it. Divide the dough into 10 pieces. (About 110 grams each). Place the pieces of dough into your slightly greased working surface and cover with a greased plastic wrap and let them rest for 15 minutes to allow the gluten to develop and help to shape your bollillos/rolls easier.
To form the bolillos-rolls, dust your work surface with flour very lightly, flatten one piece of dough with the palm of your hand and fold 1/3 of the dough towards you and press down with your fingers, sealing it very well. Fold the dough again, repeating the sealing process until you form a roll, pinching the dough tightly. Make sure all the ends are sealed.
To shape the rolls, place your hands over the dough and press gently but firmly, cupping your fingers, rolling back and forth. While doing this, press the heel of your hands to leave some dough uncovered to form the traditional bolillo ears.
Place each bolillo/roll seam side down on the greased baking sheet and cover with a greased plastic. Allow them to rise until they’ve doubled in volume. About 1 and 1/2 hour.
At least 20 minutes before the end of the rising period, turn on your oven at 450 degrees F. Place the metallic pan for the water on the oven floor.
Once the rolls have doubled in volume, and just before placing them inside the oven, make a deep cut using a sharp serrated knife or a razor blade, holding your hand at a 45-degree angle.
Spray the rolls with warm water, place them in a preheated oven and add 1 1/2 cup of cold water to the metallic tray you placed on the oven floor. The steam will create that beautiful thin and crunchy crust. Bake for 20 to 25 minutes until they are golden, remove form the oven, and let them cool on a wire rack.