Could I use whey protein concentrate as a substitute for shortening in baking?!
No, Protein is not a fat, while shortening is. You could substitute really cold butter. But you'll have to keep freezing the dough until you pop them in the oven
No. You can however, use unsweetened applesauce to replace the shortening. This works just fine in cakes, muffins and batter breads. It would not necessarily work in all cookies.
dont take nothing out of what your making but just add some whey in ingredients cook and eat :)