Sprinkle yeast and sugar over warm water in small bowl; stir until yeast is dissolved.
Let stand 5 minutes until mixture is bubbly.
Combine whole wheat flour and 2 cups all-purpose flour in medium bowl.
Measure 1 1/2 cups flour mixture into large bowl.
Add yeast mixture, shortening, honey, salt and egg.
Beat with electric mixer at low speed until smooth, scraping down side of bowl once.
Increase mixer speed to medium; beat 2 minutes, scraping down side of bowl once.
Reduce speed to low; beat in 1 cup flour mixture.
Increase mixer speed to medium; beat 2 minutes, scraping down side of bowl once.
Stir in remaining flour mixture and enough additional all-purpose flour with wooden spoon to make a soft dough.
Turn dough out onto lightly floured surface.
Knead 8 to 10 minutes or until smooth and elastic, adding more flour to prevent sticking, if necessary.
Shape dough into a ball; place in large greased bowl.
Turn once to grease surface.
Cover with clean kitchen towel.
Let rise in warm place (80° to 85°F) about 1 1/2 hours or until doubled in bulk.
Punch down dough.
Turn dough onto lightly floured surface.
Knead dough several turns to remove all large air bubbles; cover and let rest 15 minutes.
Meanwhile, grease 24 muffin cups.
Divide dough into 24 pieces.
Cut each piece into thirds.
Roll each third into a ball.
Place 3 balls in each muffin cup.
Cover and let rise in warm place about 30 minutes until doubled in bulk.
Preheat oven to 275°F* Bake 20 to 25 minutes or until rolls are set but not brown.
Immediately remove rolls from muffin cups and cool completely on wire racks.
Store in resealable plastic food storage bags in refrigerator or freezer.
To bake rolls, thaw rolls if frozen.
Preheat oven to 400°F.
Grease large jelly-roll pan.
Place rolls on pan.
Bake 8 to 10 minutes or until golden brown.