Hi there – after a simple Google search I was able to find out that the UK equivalent is Trex; essentially the same stuff but without any hydrogenated components.

Shortening, by definition, is any fat that is solid at room temperature and used in baking. This actually includes a few things that you may have thought were definitely not shortening before–like lard, and margarine, and hydrogenated vegetable oils, for instance. Shortening helps give baked goods a delicate, crumbly texture. Most commonly also called Crisco but there are other mass-produced brands you can find in your grocery stores. Shortening contains 100% fat, meaning there is no water in it, unlike butter, which in the United States must contain at least 80% fat and can contain up to 16% water. In baking, no steam will be produced with shortening, but it will be with butter, which creates a slightly different effect. Because this recipe calls for both – it is there strictly for the purpose of getting the right texture, rise and crumble in the bars. You can substitute with margarine for the closest consistency. 

No – they don’t burn. They soften and melt a little – which is what you want.