In a mixing bowl, combine flour, baking powder, and salt. Cut in shortening until the mixture resembles coarse crumbs. Gradually add warm water, stirring until the dough comes together.
Turn the dough out onto a lightly floured surface and knead until smooth, about 5 minutes. Cover and let rest for 10 minutes.
Roll the dough out to 1/8-inch thickness. Cut into 3-inch squares.
Heat oil in a frying pan over medium-high heat. Fry sopapillas until golden brown on both sides. Drain on paper towels.