In the mixing bowl of a stand Mixer, add the Flour, Sugar, Baking Powder, and Salt, and blend with the Whisk attachment.

In another bowl, add the Milk, Eggs, and Vanilla, and stir or Whisk together until well blended.

Add the Shortening to the mixing bowl, and mix until blended. You may need to scrape down the sides of the mixing bowl and blend a couple of times to incorporate the Shortening.

Add the Milk/Egg mixture to the mixing bowl, and mix until a thick batter forms. Scrape down the sides of the bowl again, and mix to make sure the dough is well blended.

Divide the Batter into 3 bowls; color one bowl Red, one bowl Blue, and leave one plain.

Spray the Donut Pan with Cooking Spray, and add the Red Batter, filling 1/3 of the Donut cup, then add the Blue Batter filling another 1/3 of the Donut cup, and finish the last 1/3 with the plain Batter, making the total cup about 3/4 full, with the 3 colors.

Bake at 350 for 8 to 10 minutes, do not over bake.

Remove from the oven, and remove Donuts from the pan to a wire rack to cool, for about 30 minutes.

Make the Glaze: In a small bowl, add the Powdered Sugar, and Milk, and stir well until blended.

Divide Glaze into 3 bowls. Color one bowl Red, and one bowl Blue, and leave the White Glaze in the bowl you mixed the Glaze in.

When Donuts are cool, spoon the Red Glaze over 1/3 of the Donut, Blue Glaze over another 1/3, and the White Glaze over the remaining 1/3 of the Donut. Repeat glazing until all the Donuts have been Glazed.

Sprinkle the Donuts with Red, White and Blue Sprinkles of choice.

Serve and Enjoy!