Place the sesame seeds, poppy seeds, flax seeds and caraway seeds in a skillet. Cook over medium-low heat, stirring often, until the sesame seeds have turned golden brown. This takes about 10 minutes. Remove from the heat and cool.
In a large bowl, stir yeast into water to soften. Add honey, salt, shortening, cooled seeds, and 2 cups flour to the yeast mixture. Beat vigorously for 2 minutes. Gradually add flour, a little at a time, until you have a dough stiff enough to knead. Turn dough out onto a floured surface.
Knead, adding flour as necessary, until you have a smooth, elastic dough. Leave dough on work surface. Cover with a towel and let rest for 10 minutes.
Divide the dough into 12 equal pieces. Shape each piece into a ball. Cover the balls with a towel and let rest for 5 minutes.
Flatten each ball into a 3 1/2-inch circle. Make them slightly concave in the center. Place 1/2 inch apart on a well-greased baking sheet. Brush the tops lightly with vegetable oil, and lay a piece of plastic wrap over the buns. Cover the wrap with a cloth towel. Refrigerate for 12 to 24 hours.
Twenty minutes before baking, remove the buns from the refrigerator and let sit, covered, at room temperature.
Bake in a preheated 400°F oven for 20 minutes, or until done. Immediately remove buns from baking sheet and cool on a rack. Makes 12 buns.