Heat the vegetable oil over medium-high heat in a large skillet and brown the beef and pork, for 5 to 6 minutes. Add the onions, bell peppers, celery, salt, rub, cayenne, and black pepper. Cook, stirring often, until the vegetables are wilted, 10 to 12 minutes. Add the garlic and cook for 2 to 3 minutes.

Dissolve the flour in the water and add to the meat mixture. Stir until the mixture thickens slightly, about 3 minutes. Remove from the heat and add the green onions. Mix well and let cool.

Sift the flour, salt, and baking powder into a mixing bowl. Cut in the shortening until it resembles coarse meal. In a small bowl, beat the egg with the milk. Gradually add the egg mixture to the flour mixture, working it to make a thick dough.

Break the dough into 12 equal portions. On a lightly floured surface, roll the dough pieces into thin rounds, about 5 inches in diameter. Put about 1/4 cup of the meat mixture in the center of each round, fold over and crimp the edges with a fork.

Heat the shortening in a deep pot or an electric deep-fryer to 360F. Fry the pies, two to three at a time, until golden brown.

Drain on paper towels and serve immediately.