Bear fat
Those of the borders of the colonies would often hunt bears for food. Such large creatures gave a lot of meat, as long as you could preserve it or share it with the rest of your village. With food not abundant, colonists were keen not to waste any part of the animal, and so they melted down the fat from the bears.
This was turned into shortening and used like lard in their baking, or cooking. The great thing about bear fat was that it didn’t go off as quickly as pork fat, another thing that was in large supply. It is also meant to taste pretty good, which is an added bonus when making your biscuits!