Sweet red bean paste can be bought in the store, and used straight from the can for filling, but this is how to make it from scratch.
Place the beans and water in a saucepan, cover, bring to boil over medium high heat. Reduce heat to medium-low and cook for 1 1/2 hours, or until beans are very soft. Strain the water from the beans, and blend them into a puree in a blender or food processor. Press the puree through a sieve, discarding the skins, which will be left in the sieve. Place the puree in several layers of cheesecloth, and gently squeeze to remove excess moisture. Place the thickened puree back into the saucepan, together with the sugar and vegetable shortening, and heat over low heat, stirring until it becomes a thick paste. Stir and scrape vigorously so that it does not stick to the bottom. Remove from heat and let cool before filling buns.
From the Dinner Co-op