Cut shortening into flour and salt using a pastry blender or criss crossing two knives, until particles are the size of coarse crumbs. Sprinkle flour mixture with the cold water, 1 tablespoon at a time, tossing until flour is moistened and pastry almost cleans the side of the bowl. Gather pastry into a ball.
Filling
Preheat oven to 450° F.
Rinse frozen vegetables in cold water to separate and drain. Melt butter in saucepan over medium heat. Stir in flour, onion, salt, and pepper. Add broth slowly. Cook until the mixture is bubbly, stirring constantly. Remove from heat and add chicken.
Roll 2/3 of pastry into a 13″ square, and ease into an ungreased 9″ x 9″ x 2″ baking dish. Pour chicken mixture into prepared dish. Roll remaining pastry into 11″ square and place over chicken mixture. Turn edges under and flute. Slit pastry top in a star design.