Preheat the oven to 350 degrees.
Combine the biscuit mix, pecans, paprika, salt, poultry seasoning, and sage in a large bowl, and mix well.
Pour the milk in a medium bowl. Dip the chicken in the milk, one piece at a time, then dredge the chicken through the pecan mixture. Repeat the process again, so that all of the chicken pieces have been dipped and dredged twice.
Lightly grease two 13 X 9-inch pans with the vegetable shortening.
Place the coated chicken in the pans so that the pieces do not touch each other. Drizzle the melted butter over the chicken pieces.
Bake, uncovered, for 1 hour or until the thickest pieces are cooked through.