Sift flour, salt, sugar, soda, and baking powder together. Cut or rub in shortening until well blended. Mix grapefruit juice and milk together and add to dry ingredients, using just enough to make dough that is soft but not sticky.
Turn dough onto a lightly floured board and knead a few strokes. Roll or pat to 1/8 inch thickness. Cut into small biscuits. Place on a baking sheet. Bake in a very hot oven, 475 degrees, 15 to 20 minutes. Serve hot with butter and orange marmalade.