Put glutinous rice flour in a mixing bowl. Add shortening and mix until crumbly. Pour in water and mix to a soft dough. Cut out a piece of dough as big as your fist and drop into a pot of boiling water. Cook until soft then remove and mix with the remaining dough. Knead to a smooth dough until it is no longer sticky.
Pinch off small portions of dough and roll into small balls. Divide into smaller portions and roll into smaller round balls so that you will have two different sizes of tong yuen.
Drop the tong yuen in boiling water. When they float, remove and soak in ice water for 10 minutes.
Bring syrup ingredients to a boil until sugar dissolves. Turn off the heat and add bananas and mandarin segments.
Put the prepared tong yuen in the syrup and stir in Cointreau. Dish out and serve immediately.