In a large bowl, dissolve the yeast in the warm water. Let it sit for 5-10 minutes (it should get bubbly and foamy).
Add the buttermilk, sugar, and shortening. Whisk to combine.
In a separate bowl, whisk together the flour, salt, and baking soda.
Stir the flour mixture into the buttermilk mixture until well combined and a soft, shaggy dough comes together. If the dough seems too dry (with pockets of dry flour), add 1 tablespoon of warm water at a time until the dough comes together. It shouldn’t be too wet, but you don’t want it so dry that the flour won’t mix into the dough.
Oil or spray a large mixing bowl with nonstick spray. Place the dough in the greased bowl, turning once to grease the top. Cover and let stand in a warm spot for 10 minutes.
Grease a 9 x 13-inch baking dish and an 8 x 8-inch baking dish. Set aside.
Divide the dough into 24 even pieces (I use a bench scraper or a sharp knife to cut the dough).
Working with one piece of dough at a time, shape the dough into smooth, round balls. To do so, tuck the edges underneath to the middle of the roll -- creating a smooth, round top -- pinching and sealing the bottom.
Arrange 15 of the dough balls in the greased 9 x 13-inch baking dish, and arrange 9 of the dough balls in the greased 8 x 8-inch baking dish.
Cover both of the dishes and let the dough rise in a warm spot until puffy, about 30-40 minutes.
While the dough rises, preheat the oven to 425°F.
Bake the rolls, uncovered, for 10-12 minutes. Brush the warm rolls with melted butter and serve!