Sift flour, baking powder, sugar and salt into a bowl. Work shortening in as pastry. Add ice water, using only enough to hold dough together. Divide into dozen even sized pieces and roll to make rounds about 3 to 10 cm. Place a spoonful of filling, such as taco meat, apples, pumpkin or minced cherries, in center of each. Moisten edges with cold water. Fold in half and seal edges by pinching. Fry in hot oil until light brown.
If making fruit filled fry bread, roll the pockets in 1 cup sugar and 1 tablespoon of cinnamon while still hot.
Alternative method: Bake bread pockets at 180ºC or about 20 to 25 minutes, then sprinkling with confectioner's sugar.