Preheat oven to 350 degrees.
Peel and core all 6 apples. In a medium sized mixing bowl, in this order, add flour, baking powder, salt, shortening, and milk. Use a wooden spoon to mix. Once mixture begins to ball up and form into dough, use hands to gently knead till dough resembles pie crust. On a lightly floured surface roll out dough. Cut dough into 6 even squares. Sit an apple on one of the squares and bring all four corners up over the top of the apple, use hands to gently pinch dough together at the top of the apple so it stays. Gently squeeze the dough so it forms around the apple. Repeat with the rest of the apples. Place apples in a grease 13 X 9 pan. Pour sauce (instructions below) over the apples and bake uncovered at 350 degrees for 1 hour.