Preheat oven to 450 degrees F.
Mix the flour, cheese and salt in a medium bowl. Add shortening and cut in until the mixture resembles small peas. Add the water, 1 tbs at a time, until dough holds together. Turn dough out on a floured surface and roll out to about 1/8-inch thickness. Cut 6 5-inch circles (I found the lid of a large-sized yogurt container was the right size). Then cut 6 3-inch circles (I used a ring from a standard-mouth mason jar). You will have to cut and re-roll to get all these circles.
Gently fit each 5-inch circle into a standard 6-muffin cupcake/muffin pan, letting a little bit extend over the cup so you can seal.
Break an egg into each pastry-lined cup. Sprinkle each with salt & pepper.
Now take the 3-inch circles and place them over the top of each cup. Seal well. Sprinkle the top of each with a bit of paprika.
Bake for 20-25 minutes.
Prepare cheese sauce by adding the yogurt/sour cream and cheese/Velveeta (I recommend Velveeta as sauce will not separate then) to a microwave-safe bowl. Microwave on HIGH for 30 second intervals until cheese is melted. Thin down to desired consistency with cream (add a little at a time, the amount of cream is a guide ONLY).
Makes 6 servings.
*If you don't want to be bothered making your own pie pastry, you can use the refrigerated kind. You will need enough for a double-crust pie (2 portions), however, SOME re-rolling will be involved, and you can just press some shredded cheese on top of each crust before cutting.