Microwave the milk in a measuring cup for 1 minute.
Add in lukewarm water and sugar. Stir to dissolve the sugar.
When the milk mixture is warm, add in the yeast and stir gently. Set aside.
Melt 2 tablespoons of vegetable shortening in the microwave and set aside.
Measure out 1 1/2 cups of flour into a large bowl. Pour in the shortening and the yeast mixture. Stir with a wooden spoon until combined.
Add in the remaining 1 1/2 cups of flour along with the salt. Stir well, until all of the flour is incorporated.
Knead for 3-5 minutes or until the dough is smooth and elastic.
Coat the dough and the bowl in shortening and cover the bowl.
Place the covered bowl in a warm location for 1 hour.
Flour a work surface and a rolling pin. Cover a baking sheet with parchment paper. Measure roughly 1/4 cup of yellow cornmeal onto a plate.
Roll out the dough to 1/2" thick. Using the bottom of a glass or a 4" round biscuit cutter, make your muffins, dust them in cornmeal, and place them on the baking sheet.
This dough is forgiving and you can reuse scraps repeatedly to continue making muffins until you are out. Ours resulted in 13 rather large muffins.
Place the baking sheet in a warm place for 30 minutes for a second rising. At the end, muffins should have a slight jiggle when shaken.
Grill muffins in butter several at a time. Grill them over medium-low heat, with roughly 3-5 minutes per side to ensure they are cooked in the middle. Muffins can be frozen and reheated in the oven, or eaten right away.
I used a cast iron skillet to grill these, and they turned out fantastic.