Preheat oven to 450°.
For the biscuits, mix all the dry ingredients well in a bowl. Then, add the shortening and use a pastry cutter to cut in the shortening until it is well distributed and small pea sized.
Stir in the buttermilk to make a dough. (It will seem pretty dry but will come together with kneading).
Pour the dough onto a lightly floured surface and form into a ball. Knead the ball about 20 times so the moisture gets worked in. Use a rolling pin to roll the dough out to about 1/2 inch thick. Cut the biscuits with a floured, 3 inch diameter cutter. You should be able to cut out 6 biscuits. Lightly knead the remaining dough and roll it out to make 2 more biscuits. (see notes)
Place the biscuits on a baking sheet and place in the preheated oven for 10 to 12 minutes until the biscuits have risen and are nicely browned. Remove and let cool.
Fry the bologna slices in a large, dry skillet. To keep them from curling too much you can cut the slices once, from the edge into the center. I also used a flat pot lid to hold them down. In a skillet heated to medium high , 2 minutes per side should brown them nicely. Work in batches and keep warm.
Fry the eggs in the same skillet with a little vegetable oil, sunny side up, over easy, or hard...your choice. (see notes)
Turn your oven broiler on high. Split the biscuits in open and place a slice of cheese on the inside of the biscuit top. Place the half with the cheese on the baking sheet, cheese side up and place under the broiler to melt the cheese, which will take a minute or less.
Remove the baking sheet from the oven and assemble the sandwiches by spreading the coarse dijon mustard on the bottom biscuit, then topping it with the fried bologna, fried egg and cheesy top cover.