Sift together the rice flour, tapioca flour and potato starch or press through a colander held over the mixing bowl.
Stir the xanthan gum, salt, baking powder and powdered milk into the sifted flours.
Use a pastry cutter or your hands to cut the solid vegetable shortening into the dry ingredients. Work the shortening in until the mixture resembles small peas. Don't try to completely pulverize the shortening into the flour as the shortening has the consistency of chilled butter not a powder. Its liquid components cause it to bind with small amounts of the flour to create the pea-sized balls. During baking, these balls of flour-coated shortening create a flaky and tender texture in your baked goods, but since it stays in a solid state at room temperature, you can store your baking mix in the pantry without worrying about the shortening melting, as would occur had you used butter.
Store the prepared gluten-free baking mix in a resealable container until needed as a substitute in recipes for traditional baking mixes.