Mix the masa harina, 1 1/4 cups of the water, shortening and salt in a medium bowl. Knead to form a soft, but not sticky dough. Form into 2-inch diameter dough roll. Cut into 12 slices. Cover with damp paper towels to keep from drying out.
With slightly damp hands, work each piece of dough into a smooth disk, about 3 inches in diameter, building up the edges to form a 1/4-inch rim. Transfer to a large cookie sheet with a spatula; cover with damp paper towels as you work.
Heat the olive oil in a 10-inch nonstick skillet over medium heat. Add the onion; cook for 3 minutes or until translucent, stirring frequently. Add the ground beef; cook for 7 to 9 minutes or until no longer pink, stirring and breaking up the beef. Drain if necessary. Stir in the salsa and cilantro. Set aside and keep warm.
Add enough vegetable oil to a 10-inch skillet to reach 1-inch depth. Heat the oil over medium-high heat to about 375°F. Add the masa shells to the oil, 3 at a time, turning so the rim side is down. Cook for 2 minutes or until golden brown. Turn the shells over and cook for 1 minute or until golden brown. Remove to paper towels to drain. Repeat until all of the shells are cooked.
Spread each shell with a heaping teaspoon of the beans. Top the beans with a heaping tablespoon of the ground beef mixture. Top with a few shreds of lettuce and a dollop of sour cream. Serve hot.