Combine biscuit mix and shortening in a medium-sized bowl.
Cut shortening into mix to form coarse crumbs.
Combine egg and skim milk in a bowl.
Beat slightly to blend.
Pour into biscuit mix.
Stir to moisten dry ingredients.
Divide dough in half.
Pat half of the dough on the bottom of a 9 in (23 cm) layer cake pan.
Brush with the melted margarine.
Roll out remaining dough and place on top of dough in cake pan.
Bake at 425°F (220°C) for 20 to 25 minutes.
Meanwhile, combine ingredients for sauce in a heavy nonstick saucepan.
Bring to a boil and boil until apple slices are tender.
Turn shortcake out onto serving tray.
Remove top layer of cake.
Fill bottom layer with half of the apple cranberry sauce.
Return top to cake, and spoon remaining sauce over top.